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

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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)

Cited In (3)

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

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