Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula

DOI10.1080/07350015.2020.1855186MaRDI QIDQ6620892zbMATH OpenFDO

Authors Lu Lu, Sujit K. Ghosh

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2020.1855186

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A kolmogorov-smirnov type test for positive quadrant dependence
• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Estimating the density of a copula function
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Inequality Constrained Least-Squares Estimation
• Large sample behavior of the Bernstein copula estimator
• Nonparametric estimation of copula functions for dependence modelling
• Positive quadrant dependence testing and constrained copula estimation
• Positive quadrant dependence tests for copulas
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Testing for equality between two copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• The empirical beta copula

Cited in

(2)

• Fast inference in copula models with categorical explanatory variables using the one-step procedure
• Exponentiated Copula Models: A Novel Class and Dependence Techniques Applied to Insurance Data

This page was built for publication: Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620892)