Tests of stochastic monotonicity with improved power
Year of publication: |
2018
|
---|---|
Authors: | Seo, Juwon |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 53-70
|
Subject: | Copula | Hadamard differentiability | Hadamard directional differentiability | Least concave majorant | Stochastic monotonicity | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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