Tests of multivariate copula exchangeability based on Lévy measures

DOI10.1111/SJOS.12557zbMath1496.62099OpenAlexW3202054501MaRDI QIDQ5043797

Jean-François Quessy, Tarik Bahraoui

Publication date: 6 October 2022

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

Full work available at URL: https://doi.org/10.1111/sjos.12557

zbMATH Keywords

rankssemiparametric estimationparametric bootstrap\(U\) and \(V\)-statistics

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40)

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Testing symmetry for bivariate copulas using Bernstein polynomials

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