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VineCopula

swMATH ID:	8160
Software Authors:	Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Gräler
Description:	VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.
Homepage:	http://cran.r-project.org/web/packages/VineCopula/index.html
Source Code:	https://github.com/cran/VineCopula
Dependencies:	R
Related Software:	R; CDVine; CopulaModel; copula; copula; pacotest; nacopula; lavaan; glasso; igraph; bnlearn; QRM; Rugarch; ks; UCI-ml; kdecopula; EQS; LISREL; rvinecopulib; nlme
Cited in:	47 Documents

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11	Czado, Claudia
6	Schepsmeier, Ulf
5	Joe, Harry
3	Kurowicka, Dorota
3	Müller, Dominik
2	Chang, Bo
2	Erhardt, Tobias Michael
2	Foldnes, Njål
2	Grønneberg, Steffen
2	Killiches, Matthias
2	Kraus, Daniel
2	Schellhase, Christian
2	Zhu, Kailun
1	Alanazi, Fadhah Amer
1	Allevi, Elisabetta
1	Alquier, Pierre
1	Arad, Fereshteh
1	Baghfalaki, Taban
1	Barthel, Nicole
1	Bellini, Fabio
1	Boffino, L.
1	Bollmann, Laslo
1	Brechmann, Eike Christian
1	Chaganty, Narasinga Rao
1	Chérief-Abdellatif, Badr-Eddine
1	Claeskens, Gerda
1	Cooke, Roger Marvin
1	Coolen-Maturi, Tahani
1	Coolen, Frank P. A.
1	Cuadras, Carles M.
1	De Giuli, Maria Elena
1	De Luca, Giovanni
1	Deng, Yihao
1	Derumigny, Alexis
1	Diao, Liqun
1	Emura, Takeshi
1	Fermanian, Jean-David
1	Ganjali, Mojtaba
1	Geerdens, Candida
1	Gijbels, Irène
1	Greenacre, Michael J.
1	Gruber, Lutz F.
1	Hu, Taizhong
1	Janssen, Paul
1	Jordanger, Lars Arne
1	Kim, Jongmin
1	Kleiter, Gernot D.
1	Krauss, Christopher
1	Krupskii, Pavel
1	Li, Huiqiong
1	Li, Ni
1	Ma, Chenchen
1	Mangold, Benedikt
1	Mercuri, Lorenzo
1	Mesiar, Radko
1	Muhammad, Noryanti
1	Nagler, Thomas
1	Nane, Gabriela F.
1	Ng, Chi Tim
1	Nowak, Wolfgang
1	Oggioni, Giorgia
1	Oladyshkin, Sergey
1	Pan, Chi-Hung
1	Pan, Shenyi
1	Pircalabelu, Eugen
1	Rroji, Edit
1	Scherer, Matthias
1	Sefidi, Saeide
1	Sheikhi, Ayyub
1	Spanhel, Fabian
1	Stöber, Jakob
1	Stübinger, Johannes
1	Sun, Jianguo
1	Tjøstheim, Dag B.
1	Wilson, Kevin James
1	Xiao, Sinan
1	Yi, Grace Yun
1	Yuan, Zhenfei
1	Zhu, Yajing
1	Zhuang, Haoxin
1	Zuccolotto, Paola

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7	Computational Statistics and Data Analysis
5	Journal of Multivariate Analysis
4	Statistics and Computing
2	Psychometrika
2	Econometric Reviews
2	Statistical Papers
2	Quantitative Finance
2	Journal of Statistical Theory and Practice
1	Biometrics
1	Journal of the American Statistical Association
1	Journal of Statistical Planning and Inference
1	Kybernetika
1	Metron
1	Statistics & Probability Letters
1	Annals of Operations Research
1	Applied Mathematical Modelling
1	Communications in Statistics. Simulation and Computation
1	Journal of Nonparametric Statistics
1	Journal of Applied Statistics
1	Brazilian Journal of Probability and Statistics
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1	Lecture Notes in Statistics
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1	Electronic Journal of Statistics
1	Journal of Computational and Graphical Statistics
1	Journal of Probability and Statistics
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1	Dependence Modeling

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47	Statistics (62-XX)
3	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2	Numerical analysis (65-XX)
2	Computer science (68-XX)
1	Mathematical logic and foundations (03-XX)
1	Probability theory and stochastic processes (60-XX)
1	Biology and other natural sciences (92-XX)