Available R codes (complementing papers):
Gijbels, I., Kika, V. and Omelka, M. (2020).
Multivariate Tail Coefficients: Properties and Estimation.
Entropy 2020, 22, 728.
R code and the data file
Gijbels, I., Omelka, M., Pešta, M. and Veraverbeke, N. (2017).
Score tests for covariate effects in conditional copulas.
Journal of Multivariate Analysis, 159, 111–133
DOI: 10.1016/j.jmva.2017.05.001.
score-tests-for-covariate-effects.R (R-function
implementing the suggested test),
analysis-Cs-Sc-web.R (R-code for the real data example
in the paper).