Validation of positive quadrant dependence

DOI10.1016/j.insmatheco.2014.02.008zbMath1304.62081OpenAlexW2023725693MaRDI QIDQ2513454

Teresa Ledwina, Grzegorz Wyłupek

Publication date: 28 January 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.02.008

zbMATH Keywords

copulacorrelationrank testconcordance orderingorder preserving

Mathematics Subject Classification ID

Related Items (6)

Testing for Positive Quadrant Dependence ⋮ Confidence band for expectation dependence with applications ⋮ Optimal detection of weak positive latent dependence between two sequences of multiple tests ⋮ Validation of positive expectation dependence ⋮ Testing for positive expectation dependence ⋮ Validation of association

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