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  • Search: subject:"Inequality constraint test"
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Year of publication
Subject
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Copula 2 Nonparametric 2 Positive Orthant Dependence 2 Positive Quadrant Dependence 2 Stochastic Ordering 2 Inequality Constraint Test 1 Inequality constraint 1 Inequality constraint test 1 Loss Severity Distribution 1 Loss severity distribution 1 Risk Management 1 Risk management 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 2
Author
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DENUIT, Michel 2 SAILLET, Olivier 1 SCAILLET, Olivier 1
Institution
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Swiss Finance Institute 1
Published in...
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Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 FAME Research Paper Series 1
Source
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RePEc 2
Showing 1 - 2 of 2
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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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Cover Image
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
Saved in:
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