Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models

DOI10.5705/SS.202014.0082zbMATH Open1419.62127OpenAlexW2314968628MaRDI QIDQ3465099FDOQ3465099

Authors: Jean-François Quessy, Othmane Kortbi 

Publication date: 28 January 2016

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/255b4aea3fef04bc0e80a6e1a8ae83182018bd64

Recommendations

• A new asymmetric class of bivariate copulas for modeling dependence
• Construction of asymmetric multivariate copulas
• Assessing and Modeling Asymmetry in Bivariate Continuous Data
• Construction of asymmetric copulas and its application in two-dimensional reliability modelling
• Testing asymmetry in dependence with copula-coskewness

zbMATH Keywords

multiplier bootstrapempirical copula processbivariate dependenceshape hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (7)

• Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
• Dependence properties and Bayesian inference for asymmetric multivariate copulas
• Construction of asymmetric copulas and its application in two-dimensional reliability modelling
• A method for constructing asymmetric pair-copula and its application
• Testing the symmetry of a dependence structure with a characteristic function
• Goodness-of-fit tests for the family of multivariate chi-square copulas
• A new asymmetric class of bivariate copulas for modeling dependence

This page was built for publication: Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3465099)