Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case

DOI10.1515/DEMO-2021-0102MaRDI QIDQ2236378zbMATH OpenOpenAlexFDO

Authors Monica Billio, Lorenzo Frattarolo, Dominique Guegan

Publication date 22 October 2021

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2021-0102

zbMATH Keywords

copulaempirical processradial symmetryreflection symmetry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• Estimation of a distribution under generalized censoring
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• Testing for equality between two copulas
• Tests of radial symmetry for multivariate copulas based on the copula characteristic function
• The t Copula and Related Copulas
• Weak convergence and empirical processes. With applications to statistics

Cited in

(2)

• Tests of radial symmetry for multivariate copulas based on the copula characteristic function
• On tests of radial symmetry for bivariate copulas

Describes a project that uses

Uses Software

• ghyp
• copula

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