Positive quadrant dependence tests for copulas
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10050517" target="_blank" >RIV/00216208:11320/10:10050517 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Positive quadrant dependence tests for copulas
Original language description
In this paper the interest is in testing the null hypothesis of positive quadrant dependence (PQD) between two random variables. The key methodology of the proposed testing procedures consists of evaluating a "distance" between a nonparametric estimatorof a copula and the independence copula, which serves as a reference case in the whole set of copulas having the PQD property.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Canadian Journal of Statistics
ISSN
0319-5724
e-ISSN
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Volume of the periodical
38
Issue of the periodical within the volume
4
Country of publishing house
CA - CANADA
Number of pages
26
Pages from-to
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UT code for WoS article
000284674900003
EID of the result in the Scopus database
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