pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903)
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scientific article; zbMATH DE number 7342737
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| English | pyvine: the Python package for regular vine copula modeling, sampling and testing |
scientific article; zbMATH DE number 7342737 |
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pyvine: the Python package for regular vine copula modeling, sampling and testing (English)
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3 May 2021
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regular vine copula
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dependence structure
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multivariate modeling
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multivariate sampling
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Rosenblatt's transformation
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Anderson-darling test
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bivariate copula
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\texttt{Python}
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0.8267990350723267
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0.8039964437484741
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0.801540732383728
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0.7930281758308411
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