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swMATH38496CRANqadMaRDI QIDQ54196

Quantification of Asymmetric Dependence

Thimo Kasper

Last update: 14 December 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0.4

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

Cites work

• Estimating scale-invariant directed dependence of bivariate distributions
• On a strong metric on the space of copulas and its induced dependence measure

Related Items (3)

On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ Estimating scale-invariant directed dependence of bivariate distributions ⋮ qmd

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