Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
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Publication:2236378
DOI10.1515/demo-2021-0102zbMath1474.62195MaRDI QIDQ2236378
Dominique Guégan, Lorenzo Frattarolo, Monica Billio
Publication date: 22 October 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2021-0102
62G10: Nonparametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G30: Order statistics; empirical distribution functions
Uses Software
Cites Work
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