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Tests of symmetry for bivariate copulas

机译:双变量眼睑的对称性测试

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摘要

Tests are proposed for the hypothesis that the underlying copula of a continuous random pair is symmetric. The procedures are based on Cramér–von Mises and Kolmogorov–Smirnov functionals of a rank-based empirical process whose large-sample behaviour is obtained. The asymptotic validity of a re-sampling method to compute P values is also established. The technical arguments supporting the use of a Chi-squared test due to Jasson are also presented. A power study suggests that the proposed tests are more powerful than Jasson’s procedure under many scenarios of copula asymmetry. The methods are illustrated on a nutrient data set.
机译:提出了针对以下假设的测试:连续随机对的基础系动词是对称的。该程序基于Cramér-vonMises和Kolmogorov-Smirnov的基于秩的经验过程的功能,该过程具有大样本行为。还确定了计算P值的重新采样方法的渐近有效性。还介绍了由于Jass​​on而支持使用卡方检验的技术论点。一项功效研究表明,在许多copula不对称情况下,拟议的测试比Jasson的程序更强大。在营养数据集上说明了这些方法。

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