Testing tail monotonicity by constrained copula estimation (Q2442534): Difference between revisions

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Revision as of 03:39, 20 March 2024

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Testing tail monotonicity by constrained copula estimation
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    Testing tail monotonicity by constrained copula estimation (English)
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    3 April 2014
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    constrained copula estimation
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    nonparametric copula estimation
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    resampling
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    tail monotonicity
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    testing hypothesis
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