Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula

DOI10.1080/07350015.2020.1855186zbMATH Open1547.62841MaRDI QIDQ6620892

Lu Lu, Sujit Kumar Ghosh

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• The empirical beta copula
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• Positive quadrant dependence testing and constrained copula estimation
• Positive quadrant dependence tests for copulas
• Estimating the density of a copula function
• Inequality Constrained Least-Squares Estimation
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Nonparametric estimation of copula functions for dependence modelling
• A kolmogorov-smirnov type test for positive quadrant dependence

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