Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails. Therefore dependence modeling using copulas is nowadays very common to account for such patterns. T...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2013-11-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v52/i03/paper |