Tests of multivariate copula exchangeability based on Lévy measures

DOI10.1111/SJOS.12557zbMATH Open1496.62099OpenAlexW3202054501MaRDI QIDQ5043797FDOQ5043797

Authors: Tarik Bahraoui, Jean-François Quessy 

Publication date: 6 October 2022

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12557

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zbMATH Keywords

parametric bootstraprankssemiparametric estimation\(U\) and \(V\)-statistics

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Cited In (8)

• New efficient estimators for the Weibull distribution
• Testing symmetry for bivariate copulas using Bernstein polynomials
• Tests of radial symmetry for multivariate copulas based on the copula characteristic function
• Randomization tests of copula symmetry
• Testing the symmetry of a dependence structure with a characteristic function
• A general framework for testing homogeneity hypotheses about copulas
• Testing exchangeability of copulas in arbitrary dimension
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case

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