Bivariate copula additive models for location, scale and shape

Acar, 2013, Statistical testing of covariate effects in conditional copula models, Electron. J. Stat., 2822, 10.1214/13-EJS866 Brechmann, 2013, Modeling dependence with C- and D-vine copulas: The R package CDVine, J. Stat. Softw., 52, 1, 10.18637/jss.v052.i03 Cherubini, 2004 Conn, 2000 Dunn, 1996, Randomized quantile residuals, J. Comput. Graph. Stat., 5, 236 Durante, 2009, Construction of non-exchangeable bivariate distribution functions, Statist. Papers, 50, 383, 10.1007/s00362-007-0064-5 Fermanian, 2012, Time-dependent copulas, J. Multivariate Anal., 110, 19, 10.1016/j.jmva.2012.02.018 Frees, 1998, Understanding relationships using copulas, N. Am. Actuar. J., 2, 1, 10.1080/10920277.1998.10595667 Gentle, 2003 Geyer, 2015 Gijbels, 2011, Conditional copulas, association measures and their applications, Comput. Statist. Data Anal., 55, 1919, 10.1016/j.csda.2010.11.010 Gilbert, 2015 Gneiting, 2007, Strictly proper scoring rules, prediction, and estimation, J. Amer. Statist. Assoc., 102, 359, 10.1198/016214506000001437 Gu, 1992, Cross validating non-Gaussian data, J. Comput. Graph. Statist., 1, 169 Gu, 2002 Hack, 2002, Outcomes in young adulthood for very-low-birth-weight infants, New Engl. J. Med., 346, 149, 10.1056/NEJMoa010856 Hastie, 1990 Hediger, 2002, Birthweight and gestational age effects on motor and social development, Paediatr. Perinat. Epidemiol., 16, 33, 10.1046/j.1365-3016.2002.00393.x Kauermann, 2013, Flexible copula density estimation with penalized hierarchical B-splines, Scand. J. Stat., 40, 685, 10.1111/sjos.12018 Klein, 2016, Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach, Stat. Comput., 26, 841, 10.1007/s11222-015-9573-6 Klein, 2015, Bayesian structured additive distributional regression for multivariate responses, J. R. Stat. Soc. Ser. C. Appl. Stat., 64, 569, 10.1111/rssc.12090 Klein, 2015, Bayesian structured additive distributional regression with an application to regional income inequality in Germany, Ann. Appl. Stat., 9, 1024, 10.1214/15-AOAS823 Kolev, 2009, Copula-based regression models: A survey, J. Statist. Plann. Inference, 139, 3847, 10.1016/j.jspi.2009.05.023 Kraemer, 2015 Kramer, 2012, Total loss estimation using copula-based regression models, Insurance Math. Econom., 53, 829, 10.1016/j.insmatheco.2013.09.003 Lambert, 2007, Archimedean copula estimation using bayesian splines smoothing techniques, Comput. Statist. Data Anal., 51, 6307, 10.1016/j.csda.2007.01.018 Lee, D.J., Durban, M., 2012. Seasonal modulation smoothing mixed models for time series forecasting. In: Proceedings in the 27th International Workshop on Statistical Modelling, Prague, Czech Republic Marra, 2017 Marra, 2017, A simultaneous equation approach to estimating HIV prevalence with non-ignorable missing responses, J. Amer. Statist. Assoc, 10.1080/01621459.2016.1224713 Marra, 2012, Coverage properties of confidence intervals for generalized additive model components, Scand. J. Stat., 39, 53, 10.1111/j.1467-9469.2011.00760.x Marx, 2010, Bilinear modulation models for seasonal tables of counts, Stat. Comput., 20, 191, 10.1007/s11222-009-9144-9 Neelon, 2012, A spatial bivariate probit model for correlated binary data with application to adverse birth outcomes, Stat. Methods Med. Res., 23, 119, 10.1177/0962280212447149 Nelsen, 2006 Nocedal, 2006 Nogales, 2006, Electricity price forecasting through transfer function models, J. Oper. Res. Soc., 57, 350, 10.1057/palgrave.jors.2601995 Oreopoulos, 2008, Short-, medium-, and long-term consequences of poor infant health an analysis using siblings and twins, J. Hum. Resour., 43, 88 Patton, 2002 Peng, 2008 Radice, 2016, Copula regression spline models for binary outcomes, Stat. Comput., 26, 981, 10.1007/s11222-015-9581-6 Rigby, 2005, Generalized additive models for location, scale and shape (with discussion), J. R. Stat. Soc. Ser. C. Appl. Stat., 54, 507, 10.1111/j.1467-9876.2005.00510.x Ruppert, 2003 Sabeti, 2014, Additive models for conditional copulas, STAT, 3, 300, 10.1002/sta4.64 Sanchez-Espigares, 2014 Segers, 2014, Linear B-spline copulas with applications to nonparametric estimation of copulas, Ann. Statist., 42, 1911, 10.1214/14-AOS1244 Shen, 2008, Linear B-spline copulas with applications to nonparametric estimation of copulas, Comput. Statist. Data Anal., 52, 3806, 10.1016/j.csda.2008.01.002 Silverman, 1985, Some aspects of the spline smoothing approach to non-parametric regression curve fitting, J. R. Stat. Soc. Ser. B Stat. Methodol., 47, 1 Sklar, 1959, Fonctions de répartition é n dimensions et leurs marges, Publ. Inst. Stat. Univ. Paris, 8, 229 Sklar, 1973, Random variables, joint distributions, and copulas, Kybernetica, 9, 449 Slattery, 2002, Preterm delivery, The Lancet, 360, 1489, 10.1016/S0140-6736(02)11476-0 Stasinopoulos, 2016 Trivedi, 2006 Vatter, 2015, Generalized additive models for conditional dependence structures, J. Multivariate Anal., 141, 147, 10.1016/j.jmva.2015.07.003 Vatter, T., Nagler, T., 2016. Generalized additive models for pair-copula constructions, ArXiv e-prints. URL arXiv:1608.01593 Vatter, 2017 Wood, 2004, Stable and efficient multiple smoothing parameter estimation for generalized additive models, J. Amer. Statist. Assoc., 99, 673, 10.1198/016214504000000980 Wood, 2006 Wood, 2013, On p-values for smooth components of an extended generalized additive model, Biometrika, 100, 221, 10.1093/biomet/ass048 Wood, 2013, A simple test for random effects in regression models, Biometrika, 100, 1005, 10.1093/biomet/ast038 Wood, 2016 Yan, 2007, Enjoy the joy of copulas: with a package copula, J. Stat. Softw., 21, 1, 10.18637/jss.v021.i04 Yee, 2016 Yee, 1996, Vector generalized additive models, J. R. Stat. Soc. Ser. B Stat. Methodol., 58, 481