Testing tail monotonicity by constrained copula estimation (Q2442534)

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Testing tail monotonicity by constrained copula estimation
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    title
    Testing tail monotonicity by constrained copula estimation (English)
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    author
    Dominik Sznajder
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    Irène Gijbels
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    publication date
    3 April 2014
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    Mathematics Subject Classification ID
    62H05
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    62G10
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    62H20
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    zbMATH DE Number
    6278626
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    zbMATH Keywords
    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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