scholarly journals A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence

2005 ◽  
Author(s):  
O. Scaillet
Keyword(s):  
Type Test ◽  
Kolmogorov Smirnov ◽  
Quadrant Dependence ◽  
Positive Quadrant Dependence

Positive quadrant dependence tests for copulas

2010 ◽  
Vol 38 (4) ◽  
pp. 555-581 ◽  
Author(s):  
Irène Gijbels ◽  
Marek Omelka ◽  
Dominik Sznajder
Keyword(s):  
Quadrant Dependence ◽  
Positive Quadrant Dependence

On the Decrease in Dependence with Lag for Stationary Markov Chains

1994 ◽  
Vol 8 (3) ◽  
pp. 385-401 ◽  
Author(s):  
Zhaoben Fang ◽  
Taizhong Hu ◽  
Harry Joe
Keyword(s):  
Markov Chains ◽  
Relative Entropy ◽  
Higher Order ◽  
Entropy Measure ◽  
First Order ◽  
Measures Of Dependence ◽  
Quadrant Dependence ◽  
Positive Quadrant Dependence ◽  
Measure Of Association ◽  
Measure Of Dependence

Results and conditions that quantify the decrease in dependence with lag for stationary Markov chains are obtained. Notions of dependence that are used are the concordance or positive quadrant dependence ordering, measures of dependence based on ψ-divergences such as the relative entropy measure of dependence, and the Goodman-Kruskal measure of association. The general results are mainly for first-order Markov chains, but there are also some results for higher order Markov chains.

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

2005 ◽  
Author(s):  
Michel Denuit ◽  
O. Scaillet ◽  
Anne-Cécile Goderniaux
Keyword(s):  
Type Test ◽  
Kolmogorov Smirnov
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