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kdecopula

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Software:32193
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swMATH20374CRANkdecopulaMaRDI QIDQ32193

Kernel Smoothing for Bivariate Copula Densities

Thomas Nagler

Last update: 9 April 2018

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.9.2


Cites work

  • kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities



Related Items (10)

Nonparametric estimation of simplified vine copula models: comparison of methods ⋮ Nonparametric estimation of the measure of functional dependence ⋮ Nonparametric C- and D-vine-based quantile regression ⋮ Analyzing dependent data with vine copulas. A practical guide with R ⋮ Testing the simplifying assumption in high-dimensional vine copulas ⋮ Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas ⋮ D-vine copula based quantile regression ⋮ kdevine ⋮ On copula-based collective risk models: from elliptical copulas to vine copulas ⋮ Spatial pair-copula model of grade for an anisotropic gold deposit


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This page was last edited on 5 March 2024, at 20:33.
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