User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 6 results.
    • Journal article
    Nonparametric tests for positive quadrant dependence
    Denuit, Michel[UCL] Scaillet, Olivier[UCL] (2004) Journal of Financial Econometrics — Vol. 2, no. 3, p. 422-450 (2004)
    • WorkingPaper
    A Kolmogorov-type test for the shortfall order against parametric alternatives
    Denuit, Michel[UCL] Goderniaux, Anne-Cécile[UCL] Scaillet, Olivier[UCL] (2004)
    • WorkingPaper
    Testing for concordance ordering
    Denuit, Michel[UCL] Cebrian, Ana Carmen Scaillet, Olivier (2002)
    • WorkingPaper
    Nonparametric Tests for Positive Quadrant Dependence
    Denuit, Michel Scaillet, Olivier (2001)
    • Journal article
    Testing for concordance ordering
    Cebrian Ana, Carmen Scaillet, Olivier Denuit, Michel[UCL] (2004) ASTIN Bulletin — Vol. 34, p. 151-173 (2004)
    • Journal article
    A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
    Denuit, Michel[UCL] Scaillet, Olivier Goderniaux, Anne-Cécile (2007) Technometrics — Vol. 49, no. 1, p. 88-99 (2007)