Positive quadrant dependence testing and constrained copula estimation
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Publication:2852552
DOI10.1002/cjs.11146zbMath1273.62125MaRDI QIDQ2852552
Irène Gijbels, Dominik Sznajder
Publication date: 9 October 2013
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11146
62G05: Nonparametric estimation
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62G09: Nonparametric statistical resampling methods
Related Items
Testing for Positive Quadrant Dependence, Truncation invariant copulas and a testing procedure, Testing for positive expectation dependence, When copulas and smoothing met: an interview with Irène Gijbels, Confidence band for expectation dependence with applications, Testing tail monotonicity by constrained copula estimation, Validation of positive quadrant dependence
Uses Software
Cites Work
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