A nonparametric symmetry test for absolutely continuous bivariate copulas

被引：0
|
作者：
Arturo Erdely
José M. González-Barrios
机构：
[1] Universidad Nacional Autónoma de México,Programa de Actuaría, Facultad de Estudios Superiores Acatlán
[2] Universidad Nacional Autónoma de México,Departamento de Probabilidad y Estadística, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas
来源：
Statistical Methods & Applications | 2010年 / 19卷
关键词：
Symmetry; Nonparametric exact test; Asymmetric copulas;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Based on the works by Klement and Mesiar (Comment Math Univ Carolinae 47:141–148, 2006) and Nelsen (Stat Pap 48:329–336, 2007) on maximal asymmetry of copulas, we define and study the concept of tri-symmetry and we propose a simple statistic to test symmetry of a bivariate copula, given a random sample of an absolutely continuous bivariate random vector. We also make a power comparison against some other well known nonparametric symmetry tests.
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页码：541 / 565
页数：24
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