Positive quadrant dependence testing and constrained copula estimation

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

zbMATH Keywords

resamplingpositive quadrant dependencenonparametric copula estimation

Mathematics Subject Classification ID

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

• R
• copula
• copula

Cites Work

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