Over the last decade, there has been significant and rapid development of the theory of copulas. Much of the work has been motivated by their applications to stochastic processes, economics, risk management, finance, insurance, the environment (hydrology, climate, etc.), survival analysis, and medical sciences. In many statistical models. The copula approach is a way to solve the difficult problem of finding the whole bivariate or multivariate distribution. In this paper, we give the asymptotic normality of the copulas function in a regression model.
Sabri, Khadidja; Meghnafi, Mustapha; Rabhi, Abbes; and Bennafla, Djamila
A Note on Asymptotic Normality of a Copula Function in Regression Model,
Applications and Applied Mathematics: An International Journal (AAM), Vol. 14,
1, Article 6.
Available at: https://digitalcommons.pvamu.edu/aam/vol14/iss1/6