Berghaus, Betina; Bücher, Axel - In: Journal of Econometrics 180 (2014) 2, pp. 117-126
This article proposes nonparametric tests for tail monotonicity of bivariate random vectors. The test statistic is based on a Kolmogorov–Smirnov-type functional of the empirical copula. Depending on the serial dependence features of the data, we propose two multiplier bootstrap techniques to...