In his 2013 paper called *An uncertain journey around the tails of multivariate hydrological distributions* Serinaldi discusses the problem of constructing confidence areas for the level curves of bivariate copulas. A level curve at a specific *p*-value (also referred to as a *p*-level curve) may be used for estimating the *p*-th quantiles.

The R code below implements a nonparametric bootstrap method for computing such confidence areas for *p*-level curves. Continue reading R code for constructing confidence areas around the level curves of bivariate copulas