A nonparametric symmetry test for absolutely continuous bivariate copulas

Arturo Erdely; Jose M. Gonzalez-Barrios

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A nonparametric symmetry test for absolutely continuous bivariate copulas

机译：绝对连续双变量copulas的非参数对称检验

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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.

机译：根据Klement和Mesiar（Comment Math Univ Carolinae 47：141-148，2006）和Nelsen（Stat Pap 48：329-336，2007）关于copula最大不对称的工作，我们定义并研究了三对称的概念我们给出了一个简单的统计量，以测试一个绝对变量连续的双变量随机向量的随机样本，以测试双变量copula的对称性。我们还与其他一些众所周知的非参数对称测试进行了功率比较。

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来源
《Statistical Methods and Applications》 |2010年第4期|p.541-565|共25页
作者
Arturo Erdely; Jose M. Gonzalez-Barrios;
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作者单位

Programa de Actuaria, Facultad de Estudios Superiores Acatlan, Universidad Nacional Autonoma de Mexico, Av. Alcanfores y San Juan Totoltepec s, Santa Cruz Acatlan,Naucalpan, 53150 Estado de Mexico, Mexico;

rnDepartamento de Probabilidad y Estadfstica, Instituto de Investigaciones en Matematicas Aplicadas y en Sistemas, Universidad Nacional Autonoma de Mexico,Circuito Escolar s, Ciudad Universitaria, 04510 Mexico, DF, Mexico;

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正文语种 eng
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关键词
symmetry; nonparametric exact test; asymmetric copulas;

机译：对称;非参数精确检验;不对称系;

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1. On tests of radial symmetry for bivariate copulas [J] . Christian Genest, Johanna G. Ne?lehová Statistical papers . 2014,第4期

机译：关于双变量眼睑的径向对称性测试
2. Tests of symmetry for bivariate copulas [J] . Genest C., Ne?lehová J., Quessy J.-F. Annals of the Institute of Statistical Mathematics . 2012,第4期

机译：双变量眼睑的对称性检验
3. Tests of symmetry for bivariate copulas [J] . Christian Genest, Johanna Nešlehová, Jean-François Quessy Annals of the Institute of Statistical Mathematics . 2012,第4期

机译：双变量眼睑的对称性测试
4. A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas [C] . Arturo Erdely, Jose M. Gonzalez-Barrios Soft Methods for Handling Variability and Imprecision . 2008

机译：双变量Copulas阿基米德族的小样本非参数独立检验
5. A Goodness-Of-Fit Test for Semi-Parametric Copula Models for Bivariate Censored Data [D] . Shin, Jimin. 2020

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6. Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing [O] . HONG ZHU, MEI-CHENG WANG -1

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7. Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests.\ud [O] . Muhammad, N., Coolen-Maturi, T., Coolen, F.P.A. 2018

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8. A Nonparametric Test for Bivariate Symmetry [R] . Hollander, M. 1970

机译：二元对称性的非参数检验

A nonparametric symmetry test for absolutely continuous bivariate copulas

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