On multivariate asymmetric dependence using multivariate skew-normal copula-based regression.
Zheng WeiDaeyoung KimPublished in: Int. J. Approx. Reason. (2018)
Keyphrases
- dependence structure
- regression model
- multivariate regression
- support vector regression
- higher order statistics
- multivariate data
- multivariate time series
- multivariate normal
- point processes
- control charts
- simple linear
- marginal distributions
- support vector
- feature selection
- mixed data
- markov networks
- linear regression
- empirical bayes
- graphical models