kdecopula
R package kdecopula: Kernel Smoothing for Bivariate Copula Densities. Provides fast implementations of kernel smoothing techniques for bivariate copula densities, in particular density estimation and resampling.
Keywords for this software
References in zbMATH (referenced in 8 articles )
Showing results 1 to 8 of 8.
Sorted by year (- Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia: Nonparametric C- and D-vine-based quantile regression (2022)
- Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo: On copula-based collective risk models: from elliptical copulas to vine copulas (2021)
- Addo, E. jun.; Chanda, E. K.; Metcalfe, A. V.: Spatial pair-copula model of grade for an anisotropic gold deposit (2019)
- Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)
- Kraus, Daniel; Czado, Claudia: D-vine copula based quantile regression (2017)
- Nagler, Thomas; Schellhase, Christian; Czado, Claudia: Nonparametric estimation of simplified vine copula models: comparison of methods (2017)
- Nagler, Thomas; Czado, Claudia: Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (2016)
- Thomas Nagler: kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities (2016) arXiv