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- W3121801984 abstract "We consider a consistent test, that is similar to a Kolmogorov-Smirnov test, of the complete set of restrictions that relate to the copula representation of positive quadrant dependence. For such a test we propose and justify inference relying on a simulation based multiplier method and a bootstrap method. We also explore the finite sample behaviour of both methods with Monte Carlo experiments. A first empirical illustration is given for US insurance claim data. A second one examines the presence of positive quadrant dependence in life expectancies at birth of males and females among countries." @default.
- W3121801984 created "2021-02-01" @default.
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- W3121801984 date "2005-01-01" @default.
- W3121801984 modified "2023-09-27" @default.
- W3121801984 title "A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence" @default.
- W3121801984 hasPublicationYear "2005" @default.
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