Following the course of this afternoon, I will just upload some codes to make interactive 3d plots, in R. > library(rgl) > library(evd); > data(lossalae) > U=rank(lossalae+rnorm(nrow(lossalae), + mean=0,sd=.001))/(nrow(lossalae)+1) ...

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Today, we will go further on the inference of copula functions. Some codes (and references) can be found on a previous post, on nonparametric estimators of copula densities (among other related things). Consider (as before) the loss-ALAE dataset (since we’ve been working a lot on that dataset) > library(MASS) > library(evd) > X=lossalae > U=cbind(rank(X)/(nrow(X)+1),rank(X)/(nrow(X)+1)) The standard tool to plot...