Marra, Giampiero;
Radice, Rosalba;
(2025)
Core concepts in copula regression.
In:
Copula Additive Distributional Regression Using R.
Chapman and Hall/CRC: New York, NY, USA.
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Text (Chapter 1)
Marra_Core concepts in copula regression_chapter_AAM.pdf - Accepted Version Access restricted to UCL open access staff until 25 December 2026. Download (632kB) |
Abstract
This chapter provides an overview of the copula additive distributional regression framework, focusing on essential elements such as copulae, marginal distributions, additive predictors and parameter estimation. Key concepts, namely effective degrees of freedom, information-based criteria, inference and residuals, are discussed to guide effective model development and evaluation. The chapter also offers an introduction to the GJRM and GJRM.data R packages, which support the implementation and illustration of the framework.
| Type: | Book chapter |
|---|---|
| Title: | Core concepts in copula regression |
| DOI: | 10.1201/9781003593195 |
| Publisher version: | https://doi.org/10.1201/9781003593195 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher's terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10218019 |
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