• copula

  • Referenced in 178 articles [sw14499]
  • tests, and other copula related tests. Empirical copula and multivariate CDF. Goodness-of-fit 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 L-comoments 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 Anderson-Darling 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: Copula-based maximum-likelihood estimation of sample-selection models. Sample-selection ... 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...