Tests of radial symmetry for multivariate copulas based on the copula characteristic function

DOI10.1214/17-EJS1280zbMath1395.62129MaRDI QIDQ2396341

Jean-François Quessy, Tarik Bahraoui

Publication date: 8 June 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1495159235

zbMATH Keywords

multiplier bootstraprank statisticsdegenerate V-statisticsCramér-von Mises functional

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)

Related Items (11)

Dimension-wise scaled normal mixtures with application to finance and biometry ⋮ Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ⋮ A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses ⋮ K-Sample Test for Equality of Copulas ⋮ New measure of the bivariate asymmetry ⋮ Testing the symmetry of a dependence structure with a characteristic function ⋮ A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ On nonparametric tests of multivariate meta-ellipticity ⋮ New results on perturbation-based copulas ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY

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