qad

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Quantification of Asymmetric Dependence

Thimo Kasper

Last update: 14 December 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0.4

Official website: https://cran.r-project.org/web/packages/qad/index.html

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

Cites work

• Estimating scale-invariant directed dependence of bivariate distributions
• On a strong metric on the space of copulas and its induced dependence measure

Cited In (4)

• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
• XICOR
• Estimating scale-invariant directed dependence of bivariate distributions
• qmd

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