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Authors
Elif Fidan Acar (0000-0003-2908-7691), Martin Lysy (0000-0001-9974-1121), Alan Kuchinsky
Citation
Acar et al., (2024). LocalCop: An R package for local likelihood inference for conditional copulas. Journal of Open Source Software, 9(101), 6744, https://doi.org/10.21105/joss.06744
@article{Acar2024,
doi = {10.21105/joss.06744},
url = {https://doi.org/10.21105/joss.06744},
year = {2024},
publisher = {The Open Journal},
volume = {9},
number = {101},
pages = {6744},
author = {Elif Fidan Acar and Martin Lysy and Alan Kuchinsky},
title = {LocalCop: An R package for local likelihood inference for conditional copulas},
journal = {Journal of Open Source Software}
}
Tags
copula local likelihood covariate effect
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