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  • Search: subject:"Inequality constraint tests"
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Year of publication
Subject
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Concordance ordering 1 Copula 1 Inequality constraint tests 1 Loss severity distribution 1 Nonparametric 1 Orthant dominance 1 Quadrant dominance 1 Risk management 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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CEBRIÁN, Ana C. 1 DENUIT, Michel 1 SCAILLET, Olivier 1
Institution
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Swiss Finance Institute 1
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FAME Research Paper Series 1
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RePEc 1
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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...
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