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ElliptCopulas

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swMATH42215CRANElliptCopulasMaRDI QIDQ1352725FDOQ1352725

Inference of Elliptical Distributions and Copulas

Alexis Derumigny, Jean-david Fermanian

Last update: 25 April 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.3

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

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


Cites work

  • Identifiability and estimation of meta-elliptical copula generators



Cited In (2)

  • wdm
  • Identifiability and estimation of meta-elliptical copula generators


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