Testing symmetry for bivariate copulas using Bernstein polynomials

被引：2
|
作者：
Lyu, Guanjie [1 ]
Belalia, Mohamed [1 ]
机构：
[1] Univ Windsor, Dept Math & Stat, 401 Sunset Ave, Windsor, ON N9B 3P4, Canada
来源：
STATISTICS AND COMPUTING | 2023年 / 33卷 / 06期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Empirical Bernstein process; Multiplier bootstrap; Empirical copula process; Symmetry; EMPIRICAL COPULA; ASYMPTOTIC-BEHAVIOR; WEAK-CONVERGENCE; MULTIVARIATE; DISTRIBUTIONS; CONSTRUCTION; EQUALITY; DENSITY;
D O I：
10.1007/s11222-023-10297-1
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
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. The simulation study demonstrated the superior performance of the Bernstein tests compared to tests based on empirical copulas. Furthermore, in real data applications, these tests consistently yielded similar conclusions across a diverse range of scenarios.
引用
收藏
页数：16
相关论文
共 50 条
  • [1] Testing symmetry for bivariate copulas using Bernstein polynomials
    Guanjie Lyu
    Mohamed Belalia
    Statistics and Computing, 2023, 33
  • [2] On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
    Jaser, Miriam
    Min, Aleksey
    COMPUTATIONAL STATISTICS, 2021, 36 (03) : 1845 - 1870
  • [3] On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
    Miriam Jaser
    Aleksey Min
    Computational Statistics, 2021, 36 : 1 - 26
  • [4] Tests of symmetry for bivariate copulas
    Christian Genest
    Johanna Nešlehová
    Jean-François Quessy
    Annals of the Institute of Statistical Mathematics, 2012, 64 : 811 - 834
  • [5] Tests of symmetry for bivariate copulas
    Genest, Christian
    Neslehova, Johanna
    Quessy, Jean-Francois
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2012, 64 (04) : 811 - 834
  • [6] On tests of radial symmetry for bivariate copulas
    Christian Genest
    Johanna G. Nešlehová
    Statistical Papers, 2014, 55 : 1107 - 1119
  • [7] On tests of radial symmetry for bivariate copulas
    Genest, Christian
    Neslehova, Johanna G.
    STATISTICAL PAPERS, 2014, 55 (04) : 1107 - 1119
  • [8] Bezier form of dual bivariate Bernstein polynomials
    Lewanowicz, Stanislaw
    Keller, Pawel
    Wozny, Pawel
    ADVANCES IN COMPUTATIONAL MATHEMATICS, 2017, 43 (04) : 777 - 793
  • [9] On a conjecture concerning interpolation by bivariate Bernstein polynomials
    Floater, Michael S.
    JOURNAL OF APPROXIMATION THEORY, 2023, 293
  • [10] BIVARIATE BERNSTEIN POLYNOMIALS THAT REPRODUCE EXPONENTIAL FUNCTIONS
    Bozkurt, Kenan
    Ozsarac, Firat
    Aral, Ali
    COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, 2021, 70 (01): : 541 - 554
12345