On tests of radial symmetry for bivariate copulas
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Publication:465637
DOI10.1007/S00362-013-0556-4zbMATH Open1310.62069OpenAlexW1965075095MaRDI QIDQ465637FDOQ465637
Christian Genest, Johanna NeΕ‘lehovΓ‘
Publication date: 24 October 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0556-4
asymptotic distributionmultiplier bootstrapempirical copula processrank-based inferenceradial asymmetry
Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
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Cited In (29)
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- A simple non-parametric goodness-of-fit test for elliptical copulas
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- RANDOMIZATION TESTS OF COPULA SYMMETRY
- On degrees of asymmetry of a copula with respect to a track
- Some copula inference procedures adapted to the presence of ties
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- Copula diagnostics for asymmetries and conditional dependence
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Detecting departures from meta-ellipticity for multivariate stationary time series
- New results on perturbation-based copulas
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
- Directional differentiability for supremum-type functionals: statistical applications
- Tests of symmetry for bivariate copulas
- Randomization Tests for Equality in Dependence Structure
- Extreme semilinear copulas
- Testing the symmetry of a dependence structure with a characteristic function
- On the construction of radially symmetric copulas in higher dimensions
- The impact on the properties of the EFGM copulas when extending this family
- Copula modeling from Abe Sklar to the present day
- A comprehensive extension of the FGM copula
- On nonparametric tests of multivariate meta-ellipticity
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- FGM generated archimedean copulas with concave multiplicative generators
- Measures of radial asymmetry for bivariate random vectors
- A Compendium of Copulas
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
- Estimation of a bivariate symmetric distribution function.
Uses Software
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- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case π π
- RANDOMIZATION TESTS OF COPULA SYMMETRY π π
- A measure of radial asymmetry for bivariate copulas based on Sobolev norm π π
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- Graphical and formal statistical tools for the symmetry of bivariate copulas π π
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