A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590): Difference between revisions

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Latest revision as of 15:17, 11 June 2024

scientific article; zbMATH DE number 2247283
Language Label Description Also known as
English
A kolmogorov-smirnov type test for positive quadrant dependence
scientific article; zbMATH DE number 2247283

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    A kolmogorov-smirnov type test for positive quadrant dependence (English)
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    16 January 2006
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    Bootstrap
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    copula
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    empirical process
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    loss severity distribution
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    multiplier method
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    nonparametric estimator
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    positive quadrant dependence
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    risk management
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