EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Constrained copula estimation"
Narrow search

Narrow search

Year of publication
Subject
All
Constrained copula estimation 1 Nonparametric copula estimation 1 Resampling 1 Tail monotonicity 1 Testing hypothesis 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Gijbels, Irène 1 Sznajder, Dominik 1
Published in...
All
Insurance: Mathematics and Economics 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Testing tail monotonicity by constrained copula estimation
Gijbels, Irène; Sznajder, Dominik - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 338-351
In this paper the interest is in testing for tail monotonicity dependence structures between two random variables. The main focus in the presentation of the statistical methodology is on left tail decreasingness, but the developed procedures can also be used for testing for other specific tail...
Persistent link: https://www.econbiz.de/10010662438
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...