
copula
 Referenced in 178 articles
[sw14499]
 tests, and other copula related tests. Empirical copula and multivariate CDF. Goodnessoffit tests...

TwoCop
 Referenced in 60 articles
[sw12359]
 between two dependence structures estimated through empirical copulas. We provide inference for independent or paired ... experiments. We apply the testing procedure on empirical examples in finance, psychology, insurance and medicine...

fCopulae
 Referenced in 5 articles
[sw22144]
 Archemedean, Elliptical, Extreme Value, and Empirical Copulae...

cort
 Referenced in 1 article
[sw36262]
 package cort: Some Empiric and Nonparametric Copula Models. Provides S4 classes and methods ... several copula models: The classic empirical checkerboard copula and the empirical checkerboard copula with known...

COPOD
 Referenced in 1 article
[sw41889]
 data distribution. COPOD first constructs an empirical copula, and then uses it to predict tail...

copent
 Referenced in 1 article
[sw33918]
 composes of two simple steps: estimating empirical copula by rank statistic and estimating copula entropy...

copBasic
 Referenced in 1 article
[sw15588]
 procedure, Spectral Measure, and Lcomoments for copula inference are available. Quantile and median regressions ... with respect to V are available. Empirical copulas (EC) are supported...

bfa
 Referenced in 28 articles
[sw07430]
 propose a novel class of Bayesian Gaussian copula factor models that decouple the latent factors ... computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian...

pyvine
 Referenced in 1 article
[sw38439]
 independence copula. Bootstrap method will generate the empirical distribution of AndersonDarling statistic replications ... value. The computing of related functions of copulas such as cumulative distribution functions often meets...

heckmancopula
 Referenced in 2 articles
[sw37451]
 Stata commands heckmancopula, switchcopula: Copulabased maximumlikelihood estimation of sampleselection models. Sampleselection ... issues are common problems in empirical studies of labor economics and other applied microeconomics ... this is a special case of the copula approach that Smith (2003) applies to sample...

quantspec
 Referenced in 5 articles
[sw14419]
 presented. Measures for serial dependence based on copulas or joint distributions of pairs of observations ... perform simulation studies illustrating the potential for empirical applications...

gcimpute
 Referenced in 1 article
[sw41457]
 modeling data as samples from a Gaussian copula model. This semiparametric model learns the marginal ... distribution of each variable to match the empirical distribution, yet describes the interactions between variables...

bootComb
 Referenced in 1 article
[sw41191]
 each estimate to build up an empirical distribution of the combined parameter. Finally either ... combined parameter with the desired coverage. Gaussian copulas are used for when parameters are assumed...

ANSYS
 Referenced in 715 articles
[sw00044]
 ANSYS offers a comprehensive software suite that spans...

Cuba
 Referenced in 80 articles
[sw00173]
 Cuba  a library for multidimensional numerical integration. The...

EVIM
 Referenced in 10 articles
[sw00255]
 EVIM: a software package for extremel value analysis...

GAUSS
 Referenced in 120 articles
[sw00322]
 The GAUSS Mathematical and Statistical System is a...

Maple
 Referenced in 5408 articles
[sw00545]
 The result of over 30 years of cutting...

MapReduce
 Referenced in 266 articles
[sw00546]
 MapReduce is a new parallel programming model initially...

Mathematica
 Referenced in 6458 articles
[sw00554]
 Almost any workflow involves computing results, and that...