Nonparametric tests for tail monotonicity

DOI10.1016/j.jeconom.2014.03.005zbMath1293.62096OpenAlexW2104222276MaRDI QIDQ2451768

Axel Bücher, Betina Berghaus

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/30095

zbMATH Keywords

copularanksmultiplier bootstrapleft tail decreasingtail monotonicity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Statistical methods; economic indices and measures (91B82)

Related Items (1)

A Test for Truncation Invariant Dependence

Uses Software

• TwoCop

Cites Work

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