Tests of symmetry for bivariate copulas
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Publication:1926005
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
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- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3617355 (Why is no real title available?)
- scientific article; zbMATH DE number 3284897 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- A kolmogorov-smirnov type test for positive quadrant dependence
- A new asymptotic distribution for Hollander's bivariate symmetry statistic.
- A nonparametric test for bivariate symmetry
- A note on bootstrap approximations for the empirical copula process
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- A test for bivariate symmetry based on the empirical distribution function
- An introduction to copulas.
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bivariate Symmetry Tests: Parametric and Nonparametric
- Construction of asymmetric multivariate copulas
- Estimation of a distribution under generalized censoring
- Extremes of nonexchangeability
- Fast large-sample goodness-of-fit tests for copulas
- From Archimedean to Liouville copulas
- On the covariance of the asymptotic empirical copula process
- Rank tests for bivariate symmetry
- Semiparametric estimation in copula models
- Testing for equality between two copulas
- The meta-elliptical distributions with given marginals
- The size and power of the exact bivariate symmetry test
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(58)- Time irreversible copula-based Markov models
- On approximating dependence function and its derivatives
- Copula modeling from Abe Sklar to the present day
- Asymptotics of sum of heavy-tailed risks with copulas
- Randomization Tests for Equality in Dependence Structure
- Nonparametric universal copula modeling
- Modeling currency exchange data with asymmetric copula functions
- Randomization tests of copula symmetry
- Detecting departures from meta-ellipticity for multivariate stationary time series
- On nonparametric tests of multivariate meta-ellipticity
- Testing symmetry for bivariate copulas using Bernstein polynomials
- A class of multivariate copulas based on products of bivariate copulas
- scientific article; zbMATH DE number 2058065 (Why is no real title available?)
- A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model
- Testing exchangeability of multivariate distributions
- On tests of radial symmetry for bivariate copulas
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- Empirical and sequential empirical copula processes under serial dependence
- Goodness-of-fit tests for the family of multivariate chi-square copulas
- A comparison of dependence function estimators in multivariate extremes
- Testing exchangeability of copulas in arbitrary dimension
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
- A copula-based index to measure directional reflection asymmetry for trivariate copulas
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- A simple non-parametric goodness-of-fit test for elliptical copulas
- The bivariate K-finite normal mixture ‘blanket’ copula
- Tests of stochastic monotonicity with improved power
- Assessing bivariate tail non-exchangeable dependence
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- New measure of the bivariate asymmetry
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- A comprehensive extension of the FGM copula
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Symmetries of random discrete copulas
- A functional treatment of asymmetric copulas
- An order of asymmetry in copulas, and implications for risk management
- A copula-based risk aggregation model
- Estimation of extreme quantiles conditioning on multivariate critical layers
- Testing asymmetry in dependence with copula-coskewness
- Test of symmetry based on copula function
- A general framework for testing homogeneity hypotheses about copulas
- FGM generated Archimedean copulas with concave multiplicative generators
- Some copula inference procedures adapted to the presence of ties
- Testing the symmetry of a dependence structure with a characteristic function
- Nonparametric Identification of Copula Structures
- Tests of radial symmetry for multivariate copulas based on the copula characteristic function
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Asymmetric copulas and their application in design of experiments
- Measures of radial asymmetry for bivariate random vectors
- Geometry of discrete copulas
- Tests based on \(\phi\)-divergences for bivariate symmetry
- Estimating the distribution function of symmetric pairs
- Modeling influenza-like illness activity in the United States
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