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Semi-parametric accelerated hazard relational models with applications to mortality projections

Cadena, Metiner; Denuit, Michel - In: Insurance / Mathematics & economics 68 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011492368

Nonparametric tests for positive quadrant dependence

Denuit, Michel (contributor); Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001701362

Nonparametric tests for positive quadrant dependence

Denuit, Michel; Scaillet, Olivier - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 422-450

Persistent link: https://www.econbiz.de/10002214466

Testing for concordance ordering

Cebrian, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001687882

Nonparametric tests for positive quadrant dependence

Denuit, Michel; Scaillet, Olivier - 2002

Persistent link: https://www.econbiz.de/10001687927

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003120541

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003074160

Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models

Cadena, Meitner; Denuit, Michel - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 569-582

Persistent link: https://www.econbiz.de/10014443755

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

Nonparametric Tests for Positive Quadrant Dependence

Denuit, Michel; Scaillet, Olivier - 2001

This papfer deals with distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent.

Persistent link: https://www.econbiz.de/10005843307