A nonparametric symmetry test for absolutely continuous bivariate copulas

DOI10.1007/S10260-010-0147-7MaRDI QIDQ257593zbMATH OpenOpenAlexFDO

Authors Arturo Erdely, José M. González-Barrios

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-010-0147-7

zbMATH Keywords

symmetryasymmetric copulasnonparametric exact test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Tests of symmetry for bivariate copulas
• Testing symmetry for bivariate copulas using Bernstein polynomials
• On tests of radial symmetry for bivariate copulas
• On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
• Randomization tests of copula symmetry
• Tests of radial symmetry for multivariate copulas based on the copula characteristic function
• Test of symmetry based on copula function
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Testing asymmetry in dependence with copula-coskewness
• Nonparametric tests for conditional symmetry

Cites work

• scientific article; zbMATH DE number 2129902 (Why is no real title available?)
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• A Test for Symmetry in Contingency Tables
• A nonparametric test for bivariate symmetry
• An introduction to copulas.
• Associative functions. Triangular norms and copulas
• Bowker's test for symmetry and modifications within the algebraic framework
• Extremes of nonexchangeability
• Gluing copulas
• How non-symmetric can a copula be?
• Measures of non-exchangeability for bivariate random vectors
• On representations of 2-increasing binary aggregation functions
• Problems on associative functions
• Shuffles of copulas

Cited in

(10)

• Test of symmetry based on copula function
• On tests of radial symmetry for bivariate copulas
• A functional treatment of asymmetric copulas
• Testing symmetry for bivariate copulas using Bernstein polynomials
• Tests of symmetry for bivariate copulas
• On approximating dependence function and its derivatives
• Symmetries of random discrete copulas
• Bivariate copulas, norms and non-exchangeability
• Some concepts of bivariate symmetry
• Graphical and formal statistical tools for the symmetry of bivariate copulas

This page was built for publication: A nonparametric symmetry test for absolutely continuous bivariate copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q257593)