pyvine: The Python Package for Regular Vine Copula Modeling, Sampling and Testing - Yuan, Zhenfei; Hu, Taizhong (Communications in mathematics and statistics, 2021)
Keywords: Algorithms; Bivariate analysis; Dependence; Distribution functions; Goodness of fit; Mathematics; Mathematics and Statistics; Maximum likelihood estimation; Optimization; Overflow; Sampling; Statistical analysis; Statistical methods; Statistics; Regular vine copula; Bivariate copula; Multivariate modeling; Multivariate sampling; 62H20; Rosenblatt’s transformation; Anderson–Darling test; Dependence structure; 62E17