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

DOI10.5705/SS.202014.0082MaRDI QIDQ3465099zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bivariate dependenceempirical copula processmultiplier bootstrapshape hypothesis

Mathematics Subject Classification ID

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

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(7)

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

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