A kolmogorov-smirnov type test for positive quadrant dependence
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Publication:5718590
DOI10.1002/cjs.5540330307zbMath1077.62036MaRDI 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
copula; empirical process; Bootstrap; multiplier method; risk management; loss severity distribution; positive quadrant dependence; nonparametric estimator
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
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