A kolmogorov-smirnov type test for positive quadrant dependence

DOI10.1002/cjs.5540330307zbMath1077.62036OpenAlexW3122909487MaRDI QIDQ5718590

Publication date: 16 January 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5763

zbMATH Keywords

copula empirical process Bootstrap multiplier method risk management loss severity distribution positive quadrant dependence nonparametric estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

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