Tests of symmetry for bivariate copulas
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Publication:1926005
DOI10.1007/S10463-011-0337-6zbMATH Open1440.62182OpenAlexW2089248328MaRDI QIDQ1926005FDOQ1926005
Authors: Christian Genest, Jean-François Quessy, Johanna Nešlehová 
Publication date: 27 December 2012
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-011-0337-6
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Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
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Cited In (55)
- Nonparametric universal copula modeling
- On approximating dependence function and its derivatives
- Randomization Tests for Equality in Dependence Structure
- Copula modeling from Abe Sklar to the present day
- Asymptotics of sum of heavy-tailed risks with copulas
- Modeling currency exchange data with asymmetric copula functions
- A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- Testing Asymmetry in Dependence with Copula-Coskewness
- Test of symmetry based on copula function
- Modeling Influenza-Like Illness Activity in the United States
- On tests of radial symmetry for bivariate copulas
- A comparison of dependence function estimators in multivariate extremes
- Title not available (Why is that?)
- A simple non-parametric goodness-of-fit test for elliptical copulas
- RANDOMIZATION TESTS OF COPULA SYMMETRY
- Estimation of extreme quantiles conditioning on multivariate critical layers
- Some copula inference procedures adapted to the presence of ties
- Nonparametric Identification of Copula Structures
- Testing symmetry for bivariate copulas using Bernstein polynomials
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Detecting departures from meta-ellipticity for multivariate stationary time series
- Geometry of discrete copulas
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Tests based on \(\phi\)-divergences for bivariate symmetry
- Asymmetric Copulas and Their Application in Design of Experiments
- Symmetries of random discrete copulas
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- An order of asymmetry in copulas, and implications for risk management
- Time irreversible copula-based Markov models
- Testing the symmetry of a dependence structure with a characteristic function
- Assessing bivariate tail non-exchangeable dependence
- Estimating the distribution function of symmetric pairs
- A comprehensive extension of the FGM copula
- On nonparametric tests of multivariate meta-ellipticity
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- Tests of stochastic monotonicity with improved power
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- Functional treatment of asymmetric copulas
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- A general framework for testing homogeneity hypotheses about copulas
- A class of multivariate copulas based on products of bivariate copulas
- The bivariate K-finite normal mixture ‘blanket’ copula
- A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- New measure of the bivariate asymmetry
- Goodness-of-fit tests for the family of multivariate chi-square copulas
- Testing exchangeability of multivariate distributions
- Empirical and sequential empirical copula processes under serial dependence
- Testing exchangeability of copulas in arbitrary dimension
- FGM generated archimedean copulas with concave multiplicative generators
- Measures of radial asymmetry for bivariate random vectors
- A copula‐based risk aggregation model
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
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