On tests of radial symmetry for bivariate copulas

DOI10.1007/s00362-013-0556-4zbMath1310.62069OpenAlexW1965075095MaRDI QIDQ465637

Christian Genest, Johanna G. Nešlehová

Publication date: 24 October 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0556-4

zbMATH Keywords

asymptotic distributionempirical copula processmultiplier bootstraprank-based inferenceradial asymmetry

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (24)

A comprehensive extension of the FGM copula ⋮ Copula diagnostics for asymmetries and conditional dependence ⋮ FGM generated archimedean copulas with concave multiplicative generators ⋮ A simple non-parametric goodness-of-fit test for elliptical copulas ⋮ Some copula inference procedures adapted to the presence of ties ⋮ Directional differentiability for supremum-type functionals: statistical applications ⋮ On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity ⋮ Copula-based measures of reflection and permutation asymmetry and statistical tests ⋮ Extreme semilinear copulas ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ Copula modeling from Abe Sklar to the present day ⋮ Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ⋮ Detecting departures from meta-ellipticity for multivariate stationary time series ⋮ A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses ⋮ Testing the symmetry of a dependence structure with a characteristic function ⋮ On the construction of radially symmetric copulas in higher dimensions ⋮ 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 ⋮ A note on conditional versus joint unconditional weak convergence in bootstrap consistency results ⋮ A Compendium of Copulas ⋮ On degrees of asymmetry of a copula with respect to a track ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ Copula-based measures of asymmetry between the lower and upper tail probabilities

Uses Software

• QRM
• TwoCop

Cites Work

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• Asymptotic distributions of multivariate rank order statistics
• Permutation tests for reflected symmetry
• Limiting distributions of Kolmogorov-Smirnov type statistics under the alternative
• Weak convergence of empirical copula processes
• Weak convergence and empirical processes. With applications to statistics
• Tests of symmetry for bivariate copulas
• Measures of radial asymmetry for bivariate random vectors
• Measures of tail asymmetry for bivariate copulas
• Assessing and Modeling Asymmetry in Bivariate Continuous Data

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