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

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 7 articles )

Showing results 1 to 7 of 7.
Sorted by year (citations)

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