A general framework for testing homogeneity hypotheses about copulas
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Publication:276238
DOI10.1214/16-EJS1134zbMath1336.62142MaRDI QIDQ276238
Publication date: 3 May 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1460463654
copulacharacteristic functionquadratic functionalsempirical copula processmultiplier bootstrapsymmetry hypotheses
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (7)
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ 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 ⋮ Testing for equality between conditional copulas given discretized conditioning events ⋮ Testing the symmetry of a dependence structure with a characteristic function
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Cites Work
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