Testing for positive expectation dependence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-014-0492-7.pdf
Reference21 articles.
1. Barrett, G., Donald, S. (2003). Consistent tests for stochastic dominance. Econometrica, 71, 71–104.
2. Cebrián, A., Denuit, M., Scaillet, O. (2004). Testing for concordance ordering. Astin Bulletin, 34, 151–173.
3. Denuit, M., Scaillet, O. (2004). Nonparametric tests for positive quadrant dependence. Journal of Financial Econometrics, 2, 422–450.
4. Denuit, M., Dhaene, J., Goovaerts, M. J., Kaas, R. (2005). Actuarial theory for dependent risks: measures orders and models. New York: Wiley.
5. Denuit, M., Goderniaux, A. C., Scaillet, O. (2007). A Kolmogorov–Smirnov type test for shortfall dominance against parametric alternatives. Technometrics, 49, 88–98.
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