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Titel:

On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Jaser, M.; Min, A.
Nicht-TUM Koautoren:
nein
Kooperation:
-
Abstract:
Very simple non-parametric tests are proposed to detect symmetry and radial symmetry in the dependence structure of bivariate copula data. The performance of the proposed tests is illustrated in an intensive simulation study and compared to the one of similar more advanced tests, which do not require known margins. Further, a powerful non-parametric testing procedure to decide whether the dependence structure of the underlying bivariate copula data may be captured by an elliptical copula is prov...     »
Stichworte:
Asymptotic normality, Elliptical copulas, Goodness-of-fit test, Kendall’s tau, Non-parametric tests, U-statistics
Intellectual Contribution:
Discipline-based Research
Zeitschriftentitel:
Computational Statistics
Journal gelistet in FT50 Ranking:
nein
Jahr:
2020
Volltext / DOI:
doi:10.1007/s00180-020-00994-0
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
commissioned:
not commissioned
Technology:
Nein
Interdisziplinarität:
Nein
Leitbild:
;
Ethics und Sustainability:
Nein
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