A kolmogorov-smirnov type test for positive quadrant dependence

DOI10.1002/cjs.5540330307zbMath1077.62036MaRDI QIDQ5718590

Olivier Scaillet

Publication date: 16 January 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5763

zbMATH Keywords

copula; empirical process; Bootstrap; multiplier method; risk management; loss severity distribution; positive quadrant dependence; nonparametric estimator

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G09: Nonparametric statistical resampling methods

65C05: Monte Carlo methods

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