Regression in a bivariate copula model
二元Copula模型中的回归
We consider a bivariate regression model in which the error structure is arbitrary, except for equality of its marginal distributions. Two simple but inefficient approaches to analysis are (i) to work with the differences between the two components of each response and (ii) to derive working independence estimators as if the two component responses were independent. The former strategy does well if the explanatory variables are balanced over pairs and the correlation between…