A Kolmogorov-Smirnov type test for positive quadrant dependence

Canadian Journal of Statistics

Volumn 33, Issue 3, 2005, Pages 415-427

  Scaillet, Olivier ^a  

^a UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Bootstrap; Copula; Empirical process; Loss severity distribution; Multiplier method; Nonparametric estimator; Positive quadrant dependence; Risk management

Indexed keywords

EID: 23444435040     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.5540330307     Document Type: Conference Paper

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