• copula

  • Referenced in 160 articles [sw14499]
  • tests, and other copula related tests. Empirical copula and multivariate CDF. Goodness-of-fit tests...
  • TwoCop

  • Referenced in 56 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...
  • copent

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

  • Referenced in 25 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...
  • copBasic

  • Referenced in 0 articles [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...
  • 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...
  • ANSYS

  • Referenced in 685 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...
  • Cuba

  • Referenced in 66 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 119 articles [sw00322]
  • The GAUSS Mathematical and Statistical System is a...
  • Maple

  • Referenced in 5296 articles [sw00545]
  • The result of over 30 years of cutting...
  • MapReduce

  • Referenced in 257 articles [sw00546]
  • MapReduce is a new parallel programming model initially...
  • Mathematica

  • Referenced in 6235 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13100 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • mclust

  • Referenced in 281 articles [sw00563]
  • R package mclust: Normal Mixture Modeling for Model...
  • NAG

  • Referenced in 421 articles [sw00610]
  • Produced by experts for use in a variety...