Testing symmetry for bivariate copulas using Bernstein polynomials

DOI10.1007/S11222-023-10297-1MaRDI QIDQ6063159zbMATH OpenOpenAlexFDO

Authors Guanjie Lyu, Mohamed Belalia

Publication date 7 November 2023

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.12787

zbMATH Keywords

empirical Bernstein processempirical copula processmultiplier bootstrapsymmetry

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Abstract: In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap Bernstein version is investigated for implementation purpose. Simulation study and real data application showed that the Bernstein tests outperform the tests based on the empirical copula.

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Cited in

(5)

• Tests of symmetry for bivariate copulas
• A nonparametric symmetry test for absolutely continuous bivariate copulas
• On tests of radial symmetry for bivariate copulas
• On approximating dependence function and its derivatives
• Application of the Cramér-Wold theorem to testing for invariance under group actions

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