Testing tail monotonicity by constrained copula estimation (Q2442534)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Testing tail monotonicity by constrained copula estimation
scientific article

    Statements

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