Test of symmetry based on copula function
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Publication:413392
DOI10.1016/j.jspi.2011.12.009zbMath1236.62037OpenAlexW2023866122MaRDI QIDQ413392
Salim Bouzebda, Mohamed Cherfi
Publication date: 4 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.009
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Related Items (11)
Copula-based measures of reflection and permutation asymmetry and statistical tests ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Estimating the distribution function of symmetric pairs ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ On tests of radial symmetry for bivariate copulas ⋮ Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Tests of stochastic monotonicity with improved power ⋮ On the construction of radially symmetric copulas in higher dimensions ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY
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