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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- Liebscher, Eckhard, 2008. "Construction of asymmetric multivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2234-2250, November.
- 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.
- 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., 2000. "A new asymptotic distribution for Hollander's bivariate symmetry statistic," Computational Statistics & Data Analysis, Elsevier, vol. 32(3-4), pages 455-463, January.
- Bücher, Axel & Dette, Holger, 2010. "A note on bootstrap approximations for the empirical copula process," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1925-1932, December.
- Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
- Carabarin-Aguirre, Alberto & Ivanoff, B. Gail, 2010. "Estimation of a distribution under generalized censoring," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1501-1519, July.
- Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel, 2002. "The Meta-elliptical Distributions with Given Marginals," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 1-16, July.
- Bruno Rémillard & Olivier Scaillet, 2006.
"Testing For Equality Between Two Copulas,"
Swiss Finance Institute Research Paper Series
07-24, Swiss Finance Institute.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- McNeil, Alexander J. & Neslehová, Johanna, 2010. "From Archimedean to Liouville copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1772-1790, September.
- 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.
- Quessy, Jean-François & Éthier, François, 2012. "Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2097-2111.
- 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.
- 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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