Testing exchangeability of copulas in arbitrary dimension

DOI10.1080/10485252.2016.1253841zbMath1369.62091OpenAlexW2551674117MaRDI QIDQ5266553

Michael Harder, Ulrich Stadtmüller

Publication date: 16 June 2017

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

Full work available at URL: https://doi.org/10.1080/10485252.2016.1253841

zbMATH Keywords

symmetryexchangeabilityArchimedean copulamultiplier central limit theoremweighted empirical copula

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

Related Items

Testing symmetry for bivariate copulas using Bernstein polynomials, Testing exchangeability of multivariate distributions, A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses, Testing the symmetry of a dependence structure with a characteristic function, RANDOMIZATION TESTS OF COPULA SYMMETRY

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