Testing for Asymmetric Dependence

DOI10.2202/1558-3708.1658zbMath1194.62081OpenAlexW1484101042MaRDI QIDQ3574762

Hans Manner

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/216f8fb4-1fd4-432d-b013-cae9cd2eca27

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

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