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  • Search: subject:"Inequality constraint"
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Year of publication
Subject
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Copula 3 Nonparametric 3 Loss severity distribution 2 Positive Orthant Dependence 2 Positive Quadrant Dependence 2 Risk management 2 Stochastic Ordering 2 Concordance ordering 1 Inequality Constraint Test 1 Inequality constraint 1 Inequality constraint test 1 Inequality constraint tests 1 Loss Severity Distribution 1 Orthant dominance 1 Quadrant dominance 1 Risk Management 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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English 3
Author
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DENUIT, Michel 3 SCAILLET, Olivier 2 CEBRIÁN, Ana C. 1 SAILLET, Olivier 1
Institution
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Swiss Finance Institute 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1
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FAME Research Paper Series 2 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1
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RePEc 3
Showing 1 - 3 of 3
Did you mean: subject:"Inequality constraints" (41 results)
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Nonparametric Tests Dependence For Positive Quadrant
DENUIT, Michel; SCAILLET, Olivier - Swiss Finance Institute - 2002
We consider distributional free inference to test for positive quadrant dependence, i.e.for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent. Tests for its generalisation in higher dimensions, namely positive...
Persistent link: https://www.econbiz.de/10005771788
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Testing for Concordance Ordering
CEBRIÁN, Ana C.; DENUIT, Michel; SCAILLET, Olivier - Swiss Finance Institute - 2002
We propose inference tools to analyse the ordering of concordance of random vectors. The analysis in the bivariate case relies on tests for upper and lower quadrant dominance of the true distribution by a parametric or semiparametric model, i.e. for a parametric or semiparametric model to give a...
Persistent link: https://www.econbiz.de/10005771834
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Nonparametric Tests for Positive Quadrant Dependence
DENUIT, Michel; SAILLET, Olivier - Institut de Recherche Économique et Sociale (IRES), … - 2001
We consider distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or) large being at least as great as it would be were they dependent. Tests for its generalisation in higher dimensions, namely positive...
Persistent link: https://www.econbiz.de/10004984938
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