CopulaInference

CRANCopulaInferenceMaRDI QIDQ130007

Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Bruno N Remillard, Bouchra R. Nasri

Last update: 21 April 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.5.0

Cites work

• On non-central squared copulas
• Identifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions