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Testing for positive quadrant dependence
We develop an empirical likelihood approach to test independence of two univariate random variables X and Y versus the alternative that X and Y are strictly positive quadrant dependent (PQD). Establishing this type of ordering between X and Y is of interest in many applications, including finance, i...
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| Publicado no: | Am Stat |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7597655/ https://ncbi.nlm.nih.gov/pubmed/33132398 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/00031305.2019.1607554 |
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