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tnagler
kdevine:Multivariate Kernel Density Estimation with Vine Copulas
Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.
Maintained by Thomas Nagler. Last updated 10 months ago.
17 stars 4.43 score 32 scripts