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tailDepFun - MaRDI portal

tailDepFun (Q37146)

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Minimum Distance Estimation of Tail Dependence Models
Language Label Description Also known as
English
tailDepFun
Minimum Distance Estimation of Tail Dependence Models

    Statements

    instance of
    R package
    0 references
    last update
    3 June 2021
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    software version identifier
    1.0.1
    publication date
    3 June 2021
    0 references
    author
    Anna Kiriliouk
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    imports
    cubature
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    stats
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    utils
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    mvtnorm
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    SpatialExtremes
    0 references
    copula
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    programmed in
    R
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    depends on software
    R
    0 references

    Identifiers

    swMATH work ID
    25407
    0 references
    CRAN project
    tailDepFun
    0 references
     
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