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Tests of symmetry for bivariate copulas

  • Christian Genest

    ()

  • Johanna Nešlehová

    ()

  • Jean-François Quessy

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s10463-011-0337-6
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    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 64 (2012)
    Issue (Month): 4 (August)
    Pages: 811-834

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    Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:811-834
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    1. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
    2. 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.
    3. 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.
    4. 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.
    5. Bruno Rémillard & Olivier Scaillet, 2006. "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series 07-24, Swiss Finance Institute.
    6. McNeil, Alexander J. & Neslehová, Johanna, 2010. "From Archimedean to Liouville copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1772-1790, September.
    7. 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.
    8. 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.
    9. 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.
    10. Liebscher, Eckhard, 2008. "Construction of asymmetric multivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2234-2250, November.
    11. Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
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