AUKtest: Calculate the AUK Estimator

2026 Dataset Open access

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Authors: Nikos Papantonis, Georgios Afendras, Marianthi Markatou
DOI: 10.32614/cran.package.auktest
Cited by: 0
References: 1

Abstract

Computes the Area Under the Kendall (AUK) estimator for multivariate independence. The AUK estimator is based on the survival copula and quantifies the deviation from the null hypothesis of independence. The methodology implemented in this package is based on the work of 'Afendras', 'Markatou', and 'Papantonis' (2025) .

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Methods and Inference Probability and Statistical Research

Publication details

Publication date
9 February 2026
Language
EN
Document type
Dataset