kdecopula

MaRDI QIDQ32193swMATHCRANFDO

Authors Thomas Nagler

Last update 9 April 2018

Copyright license GNU General Public License, version 3.0

Software version identifier 0.9.2

Official website https://cran.rstudio.com/web/packages/kdecopula/index.html

Cites work

• kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities

Cited in

(24)

• D-vine copula based quantile regression
• expint
• Nonparametric estimation of simplified vine copula models: comparison of methods
• Analyzing dependent data with vine copulas. A practical guide with R
• ks
• VineCopula
• Nonparametric estimation of the measure of functional dependence
• Spatial pair-copula model of grade for an anisotropic gold deposit
• Nonparametric C- and D-vine-based quantile regression
• gofCopula
• seasonal
• penDvine
• pacotest
• PivotalR
• kdevine
• penRvine
• pyvinecopulib
• CDVineCopulaConditional
• vinereg
• rvinecopulib
• pencopulaCond
• On copula-based collective risk models: from elliptical copulas to vine copulas
• Testing the simplifying assumption in high-dimensional vine copulas
• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

This page was built for software: kdecopula