Testing exchangeability of copulas in arbitrary dimension
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Publication:5266553
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
Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)
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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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