Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases. Vignette provides some theoretical documentation.
|Date of publication||2017-10-24 21:29:20 UTC|
|Maintainer||Jerome Collet <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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