r-subrank
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.
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Summary
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.
Last Updated
Jan 16, 2024 at 21:36
License
GPL-3
Total Downloads
107
Supported Platforms
linux-64