Detecting positive quadrant dependence and positive function dependence

DOI10.1016/J.INSMATHECO.2004.03.001zbMath1188.91236OpenAlexW2043716078MaRDI QIDQ977155

A. Janic-Wróblewska, Teresa Ledwina, Wilbert C. M. Kallenberg

Publication date: 20 June 2010

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://research.utwente.nl/en/publications/detecting-positive-quadrant-dependence-and-positive-function-dependence(03ff627f-662b-4ff4-8831-353f6f5565f9).html

zbMATH Keywords

Monte Carlo studyModel selectionPositive function dependencePositive quadrant dependenceProjected Legendre polynomialsRank test

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (7)

Testing for Positive Quadrant Dependence ⋮ Two-Sample Test Against One-Sided Alternatives ⋮ A new non-parametric test for testing positive quadrant dependence ⋮ Modelling dependence ⋮ Validation of positive quadrant dependence ⋮ Positive quadrant dependence tests for copulas ⋮ Positive quadrant dependence testing and constrained copula estimation

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