Copula Regression

I will be adding examples of copula regression here.

Start with a tutorial by Jed, Multivariate Regression Using Copulas

See the review paper entitled "Multivariate Frequency-Severity Regression Models in Insurance" below. The supporting code and data is available at my research site under the header "Wisconsin Property Fund".

For some other approaches to multivariate regression, check out

• • Correlated Data Analysis (2006), Peter X.-K Song

  • Vector Generalized Linear and Additive Models (2015) Thomas Yee