mlCopulaSelection

R Package: mlCopulaSelection: Copula selection and fitting using maximum likelihood. Use numerical maximum likelihood to choose and fit a bivariate copula model (from a library of 40 models) to the data.

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References in zbMATH (referenced in 1 article )

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  1. Jun Yan: Enjoy the Joy of Copulas: With a Package copula (2007) not zbMATH