Graphical and formal statistical tools for the symmetry of bivariate copulas

DOI10.1002/cjs.11193zbMath1351.62117OpenAlexW1813015161MaRDI QIDQ2870713

Jean-François Quessy, Tarik Bahraoui

Publication date: 21 January 2014

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

Full work available at URL: https://doi.org/10.1002/cjs.11193

zbMATH Keywords

functional delta methodmultiplier bootstrapasymmetric dependence\(L_p\) distanceC-power functions

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (7)

A general framework for testing homogeneity hypotheses about copulas ⋮ Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs ⋮ Testing Asymmetry in Dependence with Copula-Coskewness ⋮ Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit ⋮ New measure of the bivariate asymmetry ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY

Uses Software

• TwoCop

Cites Work

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• Nonparametric rank-based tests of bivariate extreme-value dependence
• Testing for equality between two copulas
• Asymptotic distributions of multivariate rank order statistics
• The size and power of the exact bivariate symmetry test
• Tests of symmetry for bivariate copulas
• Testing for Bivariate Extreme Dependence Using Kendall's Process
• Bivariate extreme value theory: Models and estimation
• Bivariate Symmetry Tests: Parametric and Nonparametric
• A nonparametric test for bivariate symmetry
• A kolmogorov-smirnov type test for positive quadrant dependence

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