HAC

MaRDI QIDQ23146swMATHCRANFDO

Authors Ostap Okhrin

Last update 14 March 2022

Copyright license GNU General Public License

Software version identifier 1.1-0

Official website http://cran.r-project.org/web/packages/HAC/index.html

Source code repository https://github.com/cran/HAC

Cited in

(21)

• MixedIndTests
• Nonparametric estimation of the tree structure of a nested Archimedean copula
• On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
• nacopula
• copula
• Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
• copula
• Fitting high-dimensional copulae to data
• Gumbel
• fCopulae
• CreditRisk+
• HACopula
• OctSymPy
• Basic elements of computational statistics
• RareMaxima
• Properties of hierarchical Archimedean copulas
• Vulnerability-CoVaR: investigating the crypto-market
• On structure, family and parameter estimation of hierarchical Archimedean copulas
• Copula directed acyclic graphs
• Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
• HellCor

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