A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
type: Item
instance of: scholarly article
title: A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
zbMATH Open document ID: 1470.60071
DOI: 10.1214/21-EJS1836
author: Jean-François Quessy
author: Mhamed Mesfioui
published in: Electronic Journal of Statistics
publication date: 2021-08-09T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7379702
zbMATH Keywords: bivariate time series
zbMATH Keywords: tests of composite hypotheses
zbMATH Keywords: \textbf{s}-increasing stochastic orders
zbMATH Keywords: concordance order
zbMATH Keywords: empirical copula
zbMATH Keywords: serial multiplier
describes a project that uses: TwoCop
MaRDI profile type: Publication
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full work available at URL: 21-ejs1836
OpenAlex ID: W3157175236
description: scientific article; zbMATH DE number 7379702