Testing tail monotonicity by constrained copula estimation

► We test for specific tail monotonicity structures, such as Left Tail Decreasingness. ► Approximate p-values are obtained by resampling from a constrained estimator. ► Resampling can be based on nonparametric or parametric constrained estimators. ► Test using parametric resampling is very sensitive to the parametric family choice. ► Application to two real data sets reveal new interesting dependence structures.