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risk management
Nichtparametrisches Verfahren
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Statistical test
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Statistischer Test
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Concordance ordering
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Estimation theory
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Cebrian, Ana C.
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Testing for Concordance Ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
This paper delevops a tools to analyse the ordering of concordance of random vectors.
Persistent link: https://www.econbiz.de/10005843302
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