Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
正象限依赖双变量 Copula 的非参数估计与检验
In many practical scenarios (e.g., finance, system reliability, etc.), it is often of interest to estimate a bivariate distribution and test for some desired association properties like positive quadrant dependent (PQD) or negative quadrant dependent (NQD). Often estimation and testing for PQD/NQD property are performed using copula models as it then eliminates the need for estimating marginal distributions. Many parametric copula families have been used that allow for…