R package NCSCopula: Non-Central Squared Copula Models Estimation. Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Nasri, Bouchra R.: On non-central squared copulas (2020)