penRvine

R package penRvine: Flexible R-vines Estimation Using Bivariate Penalized Splines.

Keywords for this software

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References in zbMATH (referenced in 2 articles )

Showing results 1 to 2 of 2.
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  1. Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)
  2. Nagler, Thomas; Schellhase, Christian; Czado, Claudia: Nonparametric estimation of simplified vine copula models: comparison of methods (2017)