Tests of symmetry for bivariate copulas
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 64 (2012)
Issue (Month): 4 (August)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- repec:ner:louvai:info:hdl:2078.1/33799 is not listed on IDEAS
- Genest, Christian & Segers, Johan, 2010. "On the covariance of the asymptotic empirical copula process," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1837-1845, September.
- Hilton, Joan F. & Gee, Lauren, 1997. "The size and power of the exact bivariate symmetry test," Computational Statistics & Data Analysis, Elsevier, vol. 26(1), pages 53-69, November.
- Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2012. "Evolution of coupled lives' dependency across generations and pricing impact," Carlo Alberto Notebooks 258, Collegio Carlo Alberto.
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- Azam Dehgani & Ali Dolati & Manuel Úbeda-Flores, 2013. "Measures of radial asymmetry for bivariate random vectors," Statistical Papers, Springer, vol. 54(2), pages 271-286, May.
- Bücher, Axel & Volgushev, Stanislav, 2013. "Empirical and sequential empirical copula processes under serial dependence," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 61-70.
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