Positive quadrant dependence testing and constrained copula estimation
From MaRDI portal
Publication:2852552
DOI10.1002/cjs.11146zbMath1273.62125OpenAlexW2133600798MaRDI QIDQ2852552
Irène Gijbels, Dominik Sznajder
Publication date: 9 October 2013
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11146
Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09)
Related Items
Testing for Positive Quadrant Dependence, Confidence band for expectation dependence with applications, When copulas and smoothing met: an interview with Irène Gijbels, Testing tail monotonicity by constrained copula estimation, Testing for positive expectation dependence, Validation of positive quadrant dependence, Truncation invariant copulas and a testing procedure
Uses Software
Cites Work
- Unnamed Item
- Goodness-of-fit tests for copulas: A review and a power study
- A simple nonparametric estimator of a strictly monotone regression function
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Detecting positive quadrant dependence and positive function dependence
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Weak convergence of empirical copula processes
- Positive quadrant dependence tests for copulas
- Estimating the density of a copula function
- Improving point and interval estimators of monotone functions by rearrangement
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Frank's family of bivariate distributions
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Estimation de densités unimodales
- Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Projection estimators of Pickands dependence functions
- Some Concepts of Dependence
- A kolmogorov-smirnov type test for positive quadrant dependence
