Testing for positive expectation dependence

DOI10.1007/S10463-014-0492-7zbMath1440.62150OpenAlexW2077459097MaRDI QIDQ5963706

Li Xing Zhu, Xuehu Zhu, Lu Lin, Xu Guo

Publication date: 23 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0492-7

zbMATH Keywords

expectation dependencenonparametric Monte Carlotest of Kolmogorov-Smirnov type

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (6)

Risk aversion with two risks: a theoretical extension ⋮ Confidence band for expectation dependence with applications ⋮ Continuous counterexamples for three dependence notions ⋮ Validation of positive expectation dependence ⋮ Testing for more positive expectation dependence with application to model comparison ⋮ The lower regression function and testing expectation dependence dominance hypotheses

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