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.

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References in zbMATH (referenced in 8 articles )

Showing results 1 to 8 of 8.
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  1. Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia: Nonparametric C- and D-vine-based quantile regression (2022)
  2. Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo: On copula-based collective risk models: from elliptical copulas to vine copulas (2021)
  3. Addo, E. jun.; Chanda, E. K.; Metcalfe, A. V.: Spatial pair-copula model of grade for an anisotropic gold deposit (2019)
  4. Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)
  5. Kraus, Daniel; Czado, Claudia: D-vine copula based quantile regression (2017)
  6. Nagler, Thomas; Schellhase, Christian; Czado, Claudia: Nonparametric estimation of simplified vine copula models: comparison of methods (2017)
  7. Nagler, Thomas; Czado, Claudia: Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (2016)
  8. Thomas Nagler: kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities (2016) arXiv