Non-Central Squared Copula Models Estimation
Empirical copula
Estimation of a non-central squared copula model
Initial values for estimation
Kendall's tau of a copula
Log-likelihood of a non-central squared copula
Distribution function of a non-central squared copula
Gives the parameters of the copula family
Unconstrained parameters
Simulation of a bivariate non-central squared copula
Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.