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Tests of symmetry for bivariate copulas

Citations

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Cited by:

  1. Fan Yang & Yi Zhang, 2023. "Asymptotics of Sum of Heavy-tailed Risks with Copulas," Methodology and Computing in Applied Probability, Springer, vol. 25(4), pages 1-23, December.
  2. Beare, Brendan K. & Seo, Juwon, 2020. "Randomization Tests Of Copula Symmetry," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1025-1063, December.
  3. Tarik Bahraoui & Jean‐François Quessy, 2022. "Tests of multivariate copula exchangeability based on Lévy measures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1215-1243, September.
  4. Hua, Lei & Polansky, Alan & Pramanik, Paramahansa, 2019. "Assessing bivariate tail non-exchangeable dependence," Statistics & Probability Letters, Elsevier, vol. 155(C), pages 1-1.
  5. 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.
  6. Paramahansa Pramanik, 2024. "Dependence on Tail Copula," J, MDPI, vol. 7(2), pages 1-26, April.
  7. Liu, Peng & Cui, Wei & Zhao, Lin, 2025. "Comparison of probabilistic multivariate wind environment between typhoon and synoptic climate and its propagation in buffeting response for a long-span bridge," Reliability Engineering and System Safety, Elsevier, vol. 256(C).
  8. Fan Yang & Yi Zhang, 2024. "Asymptotics of Sum of Heavy-tailed Risks with Copulas," Papers 2411.09657, arXiv.org.
  9. Kiriliouk, Anna & Segers, Johan & Tsukahara, Hideatsu, 2019. "On Some Resampling Procedures with the Empirical Beta Copula," LIDAM Discussion Papers ISBA 2019012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  10. Jean-François Quessy, 2021. "On nonparametric tests of multivariate meta-ellipticity," Statistical Papers, Springer, vol. 62(5), pages 2283-2310, October.
  11. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2012. "Evolution of coupled lives' dependency across generations and pricing impact," Carlo Alberto Notebooks 258, Collegio Carlo Alberto.
  12. Ricardo Fraiman & Leonardo Moreno & Thomas Ransford, 2024. "Application of the Cramér–Wold theorem to testing for invariance under group actions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(2), pages 379-399, June.
  13. Mazo, Gildas & Girard, Stéphane & Forbes, Florence, 2015. "A class of multivariate copulas based on products of bivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 363-376.
  14. 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.
  15. Catalina Bolancé & Carlos Alberto Acuña, 2021. "A New Kernel Estimator of Copulas Based on Beta Quantile Transformations," Mathematics, MDPI, vol. 9(10), pages 1-16, May.
  16. Werner Hürlimann, 2017. "A comprehensive extension of the FGM copula," Statistical Papers, Springer, vol. 58(2), pages 373-392, June.
  17. Bahraoui Tarik & Bouezmarni Taoufik & Quessy Jean-François, 2018. "Testing the symmetry of a dependence structure with a characteristic function," Dependence Modeling, De Gruyter, vol. 6(1), pages 331-355, December.
  18. Juwon Seo, 2018. "Randomization Tests for Equality in Dependence Structure," Papers 1811.02105, arXiv.org.
  19. Arbel, Julyan & Crispino, Marta & Girard, Stéphane, 2019. "Dependence properties and Bayesian inference for asymmetric multivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
  20. Chaoubi, Ihsan & Cossette, Hélène & Marceau, Etienne & Robert, Christian Y., 2021. "Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs," Computational Statistics & Data Analysis, Elsevier, vol. 154(C).
  21. Christian Genest & Johanna Nešlehová, 2014. "On tests of radial symmetry for bivariate copulas," Statistical Papers, Springer, vol. 55(4), pages 1107-1119, November.
  22. Miriam Jaser & Aleksey Min, 2021. "On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity," Computational Statistics, Springer, vol. 36(3), pages 1-26, September.
  23. Mangold, Benedikt, 2017. "New concepts of symmetry for copulas," FAU Discussion Papers in Economics 06/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2017.
  24. Pavel Krupskii, 2017. "Copula-based measures of reflection and permutation asymmetry and statistical tests," Statistical Papers, Springer, vol. 58(4), pages 1165-1187, December.
  25. Morf, Heinrich, 2021. "A validation frame for deterministic solar irradiance forecasts," Renewable Energy, Elsevier, vol. 180(C), pages 1210-1221.
  26. Ehab M. Almetwally & Aisha Fayomi & Maha E. Qura, 2024. "Advanced Copula-Based Models for Type II Censored Data: Applications in Industrial and Medical Settings," Mathematics, MDPI, vol. 12(12), pages 1-35, June.
  27. Siburg, Karl Friedrich & Stehling, Katharina & Stoimenov, Pavel A. & Weiß, Gregor N.F., 2016. "An order of asymmetry in copulas, and implications for risk management," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 241-247.
  28. Tarik Bahraoui & Nikolai Kolev, 2021. "New Measure of the Bivariate Asymmetry," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 421-448, February.
  29. Kojadinovic, Ivan, 2017. "Some copula inference procedures adapted to the presence of ties," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 24-41.
  30. 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.
  31. Bücher Axel & Jaser Miriam & Min Aleksey, 2021. "Detecting departures from meta-ellipticity for multivariate stationary time series," Dependence Modeling, De Gruyter, vol. 9(1), pages 121-140, January.
  32. Quessy, Jean-François, 2021. "A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
  33. Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.
  34. Jaser Miriam & Haug Stephan & Min Aleksey, 2017. "A simple non-parametric goodness-of-fit test for elliptical copulas," Dependence Modeling, De Gruyter, vol. 5(1), pages 330-353, December.
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