ESTIMATION USING COPULA FUNCTION IN REGRESSION MODEL

Year 2014, Volume: 2 Issue: 1, 106 - 116, 01.06.2014

DJAMILA Bennafla ABBESRABHI AMINA Angelıkabouchentouf

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)

Keywords

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• Stochastic Models, Statistics and Applications Moulay Tahar University, Saida P.O.Box.
• 138 En-Nasr Saida 20 000 Algeria.
• E-mail address: [e-mail]
• Department of Mathematics, Djillali Liabes University, Sidi Bel Abbes, P.O.Box. 89, Sidi Bel Abbes 22000, Algeria. E-mail address: rabhi [e-mail]
• E-mail address: bouchentouf [e-mail]