Positive quadrant dependence tests for copulas

Gijbels, Irene, Gijbels, Irène, Omelka, Marek, Sznajder, Dominik . Canadian Journal of Statistics 2010. 38 (4) :555-581

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Bibtex

@article{CIS-249739,
  Author = {Gijbels, Irene and Gijbels, Irène and Omelka, Marek and Sznajder, Dominik},
  Title = {Positive quadrant dependence tests for copulas},
  Journal = {Canadian Journal of Statistics},
  Volume = {38},
  Number = {4},
  Year = {2010},
  Pages = {555--581},
  Keywords = {Kolmogorov-Smirnov distance, Weak convergence, copula function, Anderson-Darling test statistic, Cramér-von-Mises test}
}

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