Positive quadrant dependence tests for copulas
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Recommendations
- Positive quadrant dependence testing and constrained copula estimation
- Testing for Positive Quadrant Dependence
- A kolmogorov-smirnov type test for positive quadrant dependence
- Testing conditional independence via quantile regression based partial copulas
- Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
- On testing against positive quadrant dependence based on sub-sample order statistics
- Detecting positive quadrant dependence and positive function dependence
- A test of independence in some copula models
- scientific article; zbMATH DE number 4058666
Cites work
- A kolmogorov-smirnov type test for positive quadrant dependence
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- A Test of Goodness of Fit
- Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
- Detecting positive quadrant dependence and positive function dependence
- Estimating the density of a copula function
- Foundations of Modern Probability
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Nonparametric estimation of copula functions for dependence modelling
- Some Concepts of Dependence
- Understanding Relationships Using Copulas
- Weak convergence and empirical processes. With applications to statistics
Cited in
(25)- Testing for equality between two copulas
- Distribution-free tests for independence against positive quadrant dependence: a generaliza\-tion
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Testing tail monotonicity by constrained copula estimation
- Nonparametric tests for tail monotonicity
- Validation of positive quadrant dependence
- Positive quadrant dependence testing and constrained copula estimation
- Confidence band for expectation dependence with applications
- DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
- Validation of positive expectation dependence
- Testing for Positive Quadrant Dependence
- A compendium of copulas
- Truncation invariant copulas and a testing procedure
- On testing against positive quadrant dependence based on sub-sample order statistics
- A test for truncation invariant dependence
- A kolmogorov-smirnov type test for positive quadrant dependence
- Testing for positive expectation dependence
- A new non-parametric test for testing positive quadrant dependence
- When copulas and smoothing met: an interview with Irène Gijbels
- Connecting copula properties with reliability properties of coherent systems
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Tests for independence against regression and expectation dependence
- Detecting positive quadrant dependence and positive function dependence
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