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Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

Malte S. Kurz

Last update: 4 November 2022

Copyright license: MIT license, File License

Software version identifier: 0.4.2

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

Cites work

• Testing the simplifying assumption in high-dimensional vine copulas

Cited In (6)

• Estimating non-simplified vine copulas using penalized splines
• Simplified R-vine based forward regression
• Analyzing dependent data with vine copulas. A practical guide with R
• Regular vines with strongly chordal pattern of (conditional) independence
• pencopulaCond
• Testing the simplifying assumption in high-dimensional vine copulas

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