ESTIMATION USING COPULA FUNCTION IN REGRESSION MODEL

Abstract

Copula models are becoming an increasingly powerful tool formodeling the dependencies between random variables, they have useful applications in many fields such as biostatistics, actuarial science, and finance.In this paper, we investigate the estimate of a regression model, by use of thecopula representation. Its asymptotic properties are studied; almost surelyconvergence and convergence in probability (with rate)