Tests of radial symmetry for multivariate copulas based on the copula characteristic function

DOI10.1214/17-EJS1280MaRDI QIDQ2396341zbMATH OpenFDO

Authors Tarik Bahraoui, Jean-François Quessy

Publication date 8 June 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1495159235

zbMATH Keywords

Cramér-von Mises functionaldegenerate V-statisticsmultiplier bootstraprank statistics

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(18)

• Tests of symmetry for bivariate copulas
• New measure of the bivariate asymmetry
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
• The impact on the properties of the EFGM copulas when extending this family
• On nonparametric tests of multivariate meta-ellipticity
• New results on perturbation-based copulas
• Dimension-wise scaled normal mixtures with application to finance and biometry
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
• Testing the symmetry of a dependence structure with a characteristic function
• A nonparametric symmetry test for absolutely continuous bivariate copulas
• Graphical and formal statistical tools for the symmetry of bivariate copulas
• A family of goodness-of-fit tests for copulas based on characteristic functions
• On tests of radial symmetry for bivariate copulas
• On the construction of radially symmetric trivariate copulas
• Randomization tests of copula symmetry
• Generalized simulated method-of-moments estimators for multivariate copulas
• K-Sample Test for Equality of Copulas

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