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CRAN packages
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Estimation and Inference for Conditional Copula Models
Alexis Derumigny 212 downloads/30d -
Inference of Elliptical Distributions and Copulas
Alexis Derumigny 181 downloads/30d -
Bound on the Error of the First-Order Edgeworth Expansion
Alexis Derumigny 170 downloads/30d -
Robust Estimation of Copulas by Maximum Mean Discrepancy
Alexis Derumigny 154 downloads/30d -
Non-Asymptotically Valid and Asymptotically Exact (NAVAE) Confidence Intervals
Alexis Derumigny 124 downloads/30d