
nacopula
 Referenced in 49 articles
[sw06778]
 such as Kendall’s tau and tail dependence coefficients, efficient sampling algorithms, various estimators...

RTDE
 Referenced in 8 articles
[sw11830]
 RTDE: Robust Tail Dependence Estimation. Robust tail dependence estimation for bivariate models. This package ... corrected estimation of the coefficient of tail dependence’ and ’Robust and biascorrected estimation...

extRemes
 Referenced in 11 articles
[sw23856]
 some functionality for assessing bivariate tail dependence...

HACopula
 Referenced in 5 articles
[sw32758]
 corresponding Kendall’s tau and tail dependence coefficients. The toolbox is also compatible with Octave...

tailDepFun
 Referenced in 2 articles
[sw25407]
 package tailDepFun: Minimum Distance Estimation of Tail Dependence Models. Provides functions implementing minimal distance estimation ... methods for parametric tail dependence models...

CensMixReg
 Referenced in 9 articles
[sw21090]
 great flexibility, accommodating multimodality, heavy tails and also skewness depending on the structure...

Epigram
 Referenced in 22 articles
[sw09687]
 Epigram: Practical programming with dependent types. Find the type error in the following Haskell expression ... null xs then tail xs else xs . You can’t, of course: this program...

copBasic
 Referenced in 1 article
[sw15588]
 Beta, Hoeffding Phi, SchweizerWolff Sigma, tail dependency (including pseudopolar representation) and tail order ... moments. Evaluators of positively/negatively quadrant dependency, left(right)tail decreasing(increasing) are available. KullbackLeibler...

pyvine
 Referenced in 1 article
[sw38439]
 wide range dependence patterns with different tail dependence for different pairs. Two special cases...

TailRiskScenGen.jl
 Referenced in 2 articles
[sw36147]
 measure, the value of the tail risk measure depends only a subset of the support ... approximate much better the value of a tail risk measure in a stochastic program. This...

DRED
 Referenced in 17 articles
[sw02281]
 queue certainly performs better than a droptail queue. But an inherent weakness ... randomly discard packets with a loaddependent probability when a buffer in a router gets...

AnDartest
 Referenced in 1 article
[sw32387]
 test and gives more weight to the tails than the KS test ... sense that the critical values do not depend on the specific distribution being tested...

EViews
 Referenced in 39 articles
[sw00254]
 Eviews supports general statistical analysis and econometric analyses...

gmp
 Referenced in 282 articles
[sw00363]
 GMP is a free library for arbitrary precision...

Maple
 Referenced in 5363 articles
[sw00545]
 The result of over 30 years of cutting...

MapReduce
 Referenced in 262 articles
[sw00546]
 MapReduce is a new parallel programming model initially...

Mathematica
 Referenced in 6337 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 13460 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

mclust
 Referenced in 304 articles
[sw00563]
 R package mclust: Normal Mixture Modeling for Model...

nauty
 Referenced in 609 articles
[sw00611]
 graphtheoretic program NAUTY: nauty is a program...