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On tests of radial symmetry for bivariate copulas

机译:关于双变量眼睑的径向对称性测试

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The unique copula of a continuous random pair (X, Y) is said to be radially symmetric if and only if it is also the copula of the pair (-X,-Y). This paper revisits the recently considered issue of testing for radial symmetry. Three rank-based statistics are proposed to this end which are asymptotically equivalent but simpler to compute than those of Bouzebda and Cherfi (J Stat Plan Inference 142:1262-1271, 2012). Their limiting null distribution and its approximation using themultiplier bootstrap are discussed. The finite-sample properties of the resulting tests are assessed via simulations. The asymptotic distribution of one of the test statistics is also computed under an arbitrary alternative, thereby correcting an error in the recentwork of Dehgani et al. (Stat Pap 54:271-286, 2013).
机译:当且仅当连续随机对(X,Y)的唯一系结也是该对的系结(-X,-Y)时,它才是径向对称的。本文回顾了最近考虑的径向对称性测试问题。为此,提出了三种基于等级的统计量,它们在渐近性上等效,但比Bouzebda和Cherfi的统计量更简单(J Stat Plan Inference 142:1262-1271,2012)。讨论了它们的极限零分布及其使用乘数自举的近似。通过模拟评估所得测试的有限样本属性。还可以在任意选择下计算测试统计量之一的渐近分布,从而纠正Dehgani等人在最近的工作中的错误。 (Stat Pap 54:271-286,2013)。

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