A copula-based index to measure directional reflection asymmetry for trivariate copulas

DOI10.29252/JIRSS.18.2.139zbMATH Open1438.62094OpenAlexW2949968504MaRDI QIDQ5205641FDOQ5205641

Authors: Ali Dolati, Ahmad Alikhani-Vafa 

Publication date: 13 December 2019

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.29252/jirss.18.2.139

Recommendations

• Copula-based measures of reflection and permutation asymmetry and statistical tests
• Tests of symmetry for bivariate copulas
• A new distance based measure of asymmetry
• A new index to measure positive dependence in trivariate distributions
• A measure of radial asymmetry for bivariate copulas based on Sobolev norm

zbMATH Keywords

copulaasymptotic normalityempirical processesreflection asymmetrytest of asymmetry

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

This page was built for publication: A copula-based index to measure directional reflection asymmetry for trivariate copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5205641)