Positive quadrant dependence tests for copulas

Gijbels, Irène, Omelka, Marek, Szajder, Dominik . The Canadian Journal of Statistics / La Revue Canadienne de Statistique 2010. 38 (4) :555-581

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Bibtex

@article{CIS-250100,
  Author = {Gijbels, Irène and Omelka, Marek and Szajder, Dominik},
  Title = {Positive quadrant dependence tests for copulas},
  Journal = {The Canadian Journal of Statistics / La Revue Canadienne de Statistique},
  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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