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Testing for Concordance Ordering - MaRDI portal

Testing for Concordance Ordering (Q4661702)

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scientific article; zbMATH DE number 2149161
Language Label Description Also known as
English
Testing for Concordance Ordering
scientific article; zbMATH DE number 2149161

    Statements

    title
    Testing for Concordance Ordering (English)
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    author
    Ana C. Cebrián
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    Olivier Scaillet
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    Michel M. Denuit
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    publication date
    30 March 2005
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    zbMATH Keywords
    concordance correlation order
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    quadrant dominance
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    orthant dominance
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    copula
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    inequality constraint tests
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    risk management
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    loss severity distribution
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    Identifiers

    Mathematics Subject Classification ID
    62H15
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    62E20
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    62P05
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    62G10
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    62H05
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    62F10
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    62H12
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    zbMATH DE Number
    2149161
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    OpenAlex ID
    W4214916919
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