Tests of symmetry for bivariate copulas

Annals of the Institute of Statistical Mathematics

Volumn 64, Issue 4, 2012, Pages 811-834

  Genest, Christian ^a   Nešlehová, Johanna ^a   Quessy, Jean François ^b  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

Author keywords

Empirical copula process; Exchangeability; Multiplier Central Limit Theorem; Ranks; Symmetry

Indexed keywords

BIVARIATE; CENTRAL LIMIT THEOREM; CHI-SQUARED TEST; DATA SETS; EMPIRICAL COPULA PROCESS; EMPIRICAL PROCESS; EXCHANGEABILITY; FUNCTIONALS; KOLMOGOROV-SMIRNOV; P-VALUES; RANKS; RESAMPLING METHOD;

CRYSTAL SYMMETRY; STATISTICS;

MATHEMATICAL TECHNIQUES;

EID: 84862152528     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-011-0337-6     Document Type: Article

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