pacotest

swMATH18927CRANpacotestMaRDI QIDQ30758

Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

Malte S. Kurz

Last update: 4 November 2022

Copyright license: MIT license, File License

Software version identifier: 0.4.2

Source code repository: https://github.com/cran/pacotest

Cites work

• Testing the simplifying assumption in high-dimensional vine copulas