Statistical Inference of Vine Copulas [R package VineCopula version 2.4.1]
Thomas Nagler, Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler, Tobias Erhardt
202021 citations
Topics & Concepts
Vine copulaR packageInferenceStatistical inferenceMathematicsEconometricsStatisticsComputer scienceArtificial intelligenceCopula (linguistics)Horticultural and Viticultural Research