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  1. CondCopulas CondCopulas Public

    Estimation and inference for conditional copulas models

    R 2 2

  2. BoundEdgeworth BoundEdgeworth Public

    Numerical bounds for Edgeworth expansions

    R 1

  3. ElliptCopulas ElliptCopulas Public

    Inference of Elliptical Copulas and Elliptical Distributions

    R 4 3

  4. Simulation-study-template-in-R Simulation-study-template-in-R Public

    Example of a standardized template for a simulation study in R

    R 3

  5. MMDCopula MMDCopula Public

    Robust Estimation of Copulas by Maximum Mean Discrepancy

    R 6

  6. UniversalShrink UniversalShrink Public

    Estimation of Covariance Matrices and Functions Thereof by Shrinkage

    R 2 1

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