Detecting positive quadrant dependence and positive function dependence

DOI10.1016/J.INSMATHECO.2004.03.001MaRDI QIDQ977155zbMATH OpenOpenAlexFDO

Authors A. Janic-Wróblewska, Wilbert C. M. Kallenberg, Teresa Ledwina

Publication date 20 June 2010

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://research.utwente.nl/en/publications/detecting-positive-quadrant-dependence-and-positive-function-dependence(03ff627f-662b-4ff4-8831-353f6f5565f9).html

zbMATH Keywords

Monte Carlo studyModel selectionPositive function dependencePositive quadrant dependenceProjected Legendre polynomialsRank test

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cites work

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• Projecting statistical functionals
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• Some concepts of positive dependence for bivariate interchangeable distributions
• Stop-loss premiums under dependence

Cited in

(17)

• Validation of positive quadrant dependence
• Two-sample test against one-sided alternatives
• Positive quadrant dependence testing and constrained copula estimation
• Positive quadrant dependence tests for copulas
• A new non-parametric test for testing positive quadrant dependence
• Local Bahadur optimality of some rank tests of independence
• Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
• Data-Driven Rank Tests for Independence
• scientific article; zbMATH DE number 1895096 (Why is no real title available?)
• Validation of positive expectation dependence
• An ordering for positive dependence
• A new index to measure positive dependence in trivariate distributions
• Modelling dependence
• DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
• scientific article; zbMATH DE number 4058666 (Why is no real title available?)
• A kolmogorov-smirnov type test for positive quadrant dependence
• Testing for Positive Quadrant Dependence

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