Test of symmetry based on copula function
From MaRDI portal
Publication:413392
DOI10.1016/J.JSPI.2011.12.009zbMATH Open1236.62037OpenAlexW2023866122MaRDI QIDQ413392FDOQ413392
Authors: Salim Bouzebda, Mohamed Cherfi 
Publication date: 4 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.009
Recommendations
Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- Title not available (Why is that?)
- Weak convergence and empirical processes. With applications to statistics
- Introduction to empirical processes and semiparametric inference
- Weak convergence of empirical copula processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- An introduction to copulas.
- Testing for equality between two copulas
- Title not available (Why is that?)
- Semiparametric estimation in copula models
- A kolmogorov-smirnov type test for positive quadrant dependence
- Understanding Relationships Using Copulas
- A note on bootstrap approximations for the empirical copula process
- Some asymptotic theory for the bootstrap
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Tests of symmetry for bivariate copulas
- Asymptotic distributions of multivariate rank order statistics
- The oscillation behavior of empirical processes: The multivariate case
- Title not available (Why is that?)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- On quadratic functionals of the Brownian sheet and related processes
- Strong approximation of empirical copula processes by Gaussian processes
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- An almost sure invariance principle for the empirical distribution function of mixing random variables
- Title not available (Why is that?)
- Some concepts of bivariate symmetry
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- On the empirical process of multivariate, dependent random variables
Cited In (30)
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- On tests of radial symmetry for bivariate copulas
- On consistent nonparametric statistical tests of symmetry hypotheses
- A numerical study of the power function of a new symmetry test
- Testing symmetry for bivariate copulas using Bernstein polynomials
- On the strong approximation of bootstrapped empirical copula processes with applications
- Rothman-Woodroofe symmetry test statistic revisited
- Testing symmetry based on empirical likelihood
- Tests of symmetry for bivariate copulas
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Randomization tests of copula symmetry
- A quantile-based test for symmetry of weakly dependent processes
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Symmetries of random discrete copulas
- Testing the symmetry of a dependence structure with a characteristic function
- On nonparametric tests for symmetry
- On the construction of radially symmetric copulas in higher dimensions
- Estimating the distribution function of symmetric pairs
- Tests of symmetry based on the sample entropy of order statistics and power comparison
- Tests of stochastic monotonicity with improved power
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- A nonparametric test for symmetry based on Freeman and Halton's ideas on contingency tables
- A bootstrap test for symmetry based on cumulative entropy
- Data driven score tests for univariate symmetry based on non-smooth functions
- Measuring asymmetry and testing symmetry
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
- Nonparametric symmetry tests for statistical functionals.
- Some applications of the strong approximation of the integrated empirical copula processes
- Testing for Symmetry
Uses Software
This page was built for publication: Test of symmetry based on copula function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413392)
