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.
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页数：16
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