Nonparametric Identification of Copula Structures

DOI10.1080/01621459.2013.787083OpenAlexW2159831233MaRDI QIDQ5327295

Bo Li, Marc G. Genton

Publication date: 7 August 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.787083

zbMATH Keywords

symmetryasymptotic normalityassociativitytestmax-stabilityarchimedeanity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (12)

A general framework for testing homogeneity hypotheses about copulas ⋮ 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 ⋮ Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function ⋮ A comparison of dependence function estimators in multivariate extremes ⋮ Discussion ⋮ Nonparametric Estimation of Copula Regression Models With Discrete Outcomes ⋮ A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families ⋮ Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ⋮ Factor Copula Models for Replicated Spatial Data ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ The integrated copula spectrum

Uses Software

• QRM

Cites Work

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