A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests

DOI10.1214/21-EJS1836zbMath1470.60071OpenAlexW3157175236MaRDI QIDQ2044382

Jean-François Quessy, M'hamed Mesfioui

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejs1836

zbMATH Keywords

empirical copulaconcordance orderbivariate time series\textbf{s}-increasing stochastic ordersserial multipliertests of composite hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• TwoCop

Cites Work

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