CommonMean.Copula (version 1.0.4)
Common Mean Vector under Copula Models
Description
Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) and Shih et al. (2021) for details under the FGM and general copulas, respectively.