Skip to content

hgstp/copstruc

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

9 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

copstRuc is an implementation of the copula structure analysis techniques presented in

  • Klüppelberg, C., Kuhn, G: Copula structure analysis. J. Royal Stat. Soc., Series B 71 (3), 2009, 737 - 753.
  • Haug, S., Klüppelberg, C., and Kuhn, G.: Copula structure analysis based on extreme dependence. Statistics and Its Interface 8 (1), 2015, 93-107

About

Copula structure analysis

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published