A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
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Publication:2044382
DOI10.1214/21-EJS1836zbMath1470.60071OpenAlexW3157175236MaRDI QIDQ2044382
Jean-François Quessy, M'hamed Mesfioui
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-ejs1836
empirical copulaconcordance orderbivariate time series\textbf{s}-increasing stochastic ordersserial multipliertests of composite hypotheses
Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Uses Software
Cites Work
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