kdecopula

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Kernel Smoothing for Bivariate Copula Densities

Thomas Nagler

Last update: 9 April 2018

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.2

Cites work

• kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities

Cited In (10)

• Spatial pair-copula model of grade for an anisotropic gold deposit
• Analyzing dependent data with vine copulas. A practical guide with R
• Nonparametric estimation of simplified vine copula models: comparison of methods
• Nonparametric C- and D-vine-based quantile regression
• kdevine
• D-vine copula based quantile regression
• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
• Testing the simplifying assumption in high-dimensional vine copulas
• On copula-based collective risk models: from elliptical copulas to vine copulas
• Nonparametric estimation of the measure of functional dependence

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