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Testing for concordance ordering

Cebrian, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001687882

Nonparametric tests for positive quadrant dependence

Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001687927

Nonparametric tests for positive quadrant dependence

Denuit, Michel (contributor); Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001701362

Testing for concordance ordering

Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001655832

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003074160

Nonparametric tests for positive quadrant dependence

Denuit, Michel; Scaillet, Olivier - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 422-450

Persistent link: https://www.econbiz.de/10002214466

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003120541

Semi-parametric accelerated hazard relational models with applications to mortality projections

Cadena, Metiner; Denuit, Michel - In: Insurance / Mathematics & economics 68 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011492368

A Kolmogorov-Smirnov Type Test for Shortfall Dominance Against Parametric Alternatives

Denuit, Michel; Scaillet, Olivier; Goderniaux, Anne-Cécile - 2005

This paper proposes a Kolmogorov-type test for the shortfall order (also known in the literature as the right-spread or excess-wealth order) against parametric alternatives. In the case of the null hypothesis corresponding to the Negative Exponential distribution, this provides a test for the...

Persistent link: https://www.econbiz.de/10014064843

Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models

Cadena, Meitner; Denuit, Michel - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 569-582

Persistent link: https://www.econbiz.de/10014443755