Question

Copulas and regression models vellaisamy

Answer 1

linear regression using copulas. We will discuss the conditions under which a copula corresponds to the class of multiple linear regression model. Spearman's rho and Blest's measure of association are obtained for linear regression copulas. Also, we give a relationship between regression function and multivariate Pearson's correlation coefficient. Some results on quantile regression in terms of copulas are also discussed.