Tests of symmetry for bivariate copulas
From MaRDI portal
Publication:1926005
DOI10.1007/s10463-011-0337-6zbMath1440.62182OpenAlexW2089248328MaRDI QIDQ1926005
Jean-François Quessy, Christian Genest, Johanna G. Nešlehová
Publication date: 27 December 2012
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-011-0337-6
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
Related Items
A comprehensive extension of the FGM copula ⋮ A general framework for testing homogeneity hypotheses about copulas ⋮ Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs ⋮ An order of asymmetry in copulas, and implications for risk management ⋮ FGM generated archimedean copulas with concave multiplicative generators ⋮ A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model ⋮ Functional treatment of asymmetric copulas ⋮ A simple non-parametric goodness-of-fit test for elliptical copulas ⋮ Some copula inference procedures adapted to the presence of ties ⋮ TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS ⋮ Nonparametric Identification of Copula Structures ⋮ A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity ⋮ Empirical and sequential empirical copula processes under serial dependence ⋮ On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau ⋮ Copula-based measures of reflection and permutation asymmetry and statistical tests ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Testing exchangeability of multivariate distributions ⋮ Test of symmetry based on copula function ⋮ Estimation of extreme quantiles conditioning on multivariate critical layers ⋮ Copula modeling from Abe Sklar to the present day ⋮ Asymptotics of sum of heavy-tailed risks with copulas ⋮ A comparison of dependence function estimators in multivariate extremes ⋮ Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ Estimating the distribution function of symmetric pairs ⋮ Testing Asymmetry in Dependence with Copula-Coskewness ⋮ Modeling Influenza-Like Illness Activity in the United States ⋮ GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS ⋮ On tests of radial symmetry for bivariate copulas ⋮ A class of multivariate copulas based on products of bivariate copulas ⋮ Detecting departures from meta-ellipticity for multivariate stationary time series ⋮ A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses ⋮ Geometry of discrete copulas ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ Assessing bivariate tail non-exchangeable dependence ⋮ New measure of the bivariate asymmetry ⋮ Testing the symmetry of a dependence structure with a characteristic function ⋮ Tests of stochastic monotonicity with improved power ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ The bivariate K-finite normal mixture ‘blanket’ copula ⋮ On nonparametric tests of multivariate meta-ellipticity ⋮ A copula‐based risk aggregation model ⋮ Goodness-of-fit tests for the family of multivariate chi-square copulas ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ Graphical and formal statistical tools for the symmetry of bivariate copulas ⋮ Testing exchangeability of copulas in arbitrary dimension
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- A note on bootstrap approximations for the empirical copula process
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- The meta-elliptical distributions with given marginals
- An introduction to copulas.
- Extremes of nonexchangeability
- Construction of asymmetric multivariate copulas
- Estimation of a distribution under generalized censoring
- From Archimedean to Liouville copulas
- On the covariance of the asymptotic empirical copula process
- Testing for equality between two copulas
- Rank tests for bivariate symmetry
- Asymptotic distributions of multivariate rank order statistics
- The size and power of the exact bivariate symmetry test
- A new asymptotic distribution for Hollander's bivariate symmetry statistic.
- Weak convergence of empirical copula processes
- Weak convergence and empirical processes. With applications to statistics
- Fast large-sample goodness-of-fit tests for copulas
- A test for bivariate symmetry based on the empirical distribution function
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Bivariate Symmetry Tests: Parametric and Nonparametric
- A nonparametric test for bivariate symmetry
- Semiparametric estimation in copula models
- A kolmogorov-smirnov type test for positive quadrant dependence
