scientific article; zbMATH DE number 6739329

zbMath1365.62174arXiv1410.6784MaRDI QIDQ5272732

Axel Bücher, Ivan Kojadinovic

Publication date: 4 July 2017

Full work available at URL: https://arxiv.org/abs/1410.6784

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

R package copula

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32)

Related Items

Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ Some copula inference procedures adapted to the presence of ties ⋮ Extensions of subcopulas ⋮ Detecting departures from meta-ellipticity for multivariate stationary time series ⋮ Mass distributions of two-dimensional extreme-value copulas and related results ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ Truncation invariant copulas and a testing procedure

Uses Software

• R
• copula
• timeDate
• QRM
• timeSeries