Testing the symmetry of a dependence structure with a characteristic function
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Publication:2283654
DOI10.1515/demo-2018-0019zbMath1434.62077OpenAlexW2907976503MaRDI QIDQ2283654
Tarik Bahraoui, Jean-François Quessy, Taoufik Bouezmarni
Publication date: 13 January 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2018-0019
Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses ⋮ New measure of the bivariate asymmetry
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