Nested Archimedean Copulas meet R

The nacopula Package
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Author
Mächler, Martin
Hofert, Marius
Date
2010
Type
  • Other Conference Item
Publication status
published
External links
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Publisher
Rmetrics Association
Event
4th R/Rmetrics User and Developer Workshop 2010, Meielisalp, Switzerland, June 27 – July 1 , 2010
Organisational unit
03502 - Bühlmann, Peter L.
Notes
Conference lecture on 28 June 2010.
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