A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses

DOI10.1016/j.jmva.2021.104815zbMath1478.62115OpenAlexW3198679546WikidataQ114665345 ScholiaQ114665345MaRDI QIDQ2237825

Jean-François Quessy

Publication date: 28 October 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104815

zbMATH Keywords

multiplier bootstraprank statisticsV-statisticsequality of copulassymmetric dependence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

K-Sample Test for Equality of Copulas

Uses Software

• energy
• TwoCop
• multivariance

Cites Work

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