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Electronic Journal of Statistics
Article . 2021 . Peer-reviewed
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zbMATH Open
Article . 2021
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https://dx.doi.org/10.1214/21-...
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A new family of copula-based concordance orderings of random pairs: Properties and nonparametric tests

A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2021Publisher:Institute of Mathematical StatisticsJournal:Electronic Journal of Statistics, volume 15 (issn: 1935-7524, Copyright policy )Funded by:NSERC | unidentified
Authors: Quessy, Jean-François; Mesfioui, Mhamed;

doi: 10.1214/21-ejs1836

A new family of copula-based concordance orderings of random pairs: Properties and nonparametric tests

Abstract

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Keywords

empirical copula, bivariate time series, tests of composite hypotheses, Inequalities; stochastic orderings, serial multiplier, concordance order, Nonparametric hypothesis testing, Characterization and structure theory for multivariate probability distributions; copulas, \textbf{s}-increasing stochastic orders

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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