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Asymptotic distribution 1 Empirical copula process 1 Multiplier bootstrap 1 Radial asymmetry 1 Rank-based inference 1
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Genest, Christian 1 Nešlehová, Johanna 1
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On tests of radial symmetry for bivariate copulas
Genest, Christian; Nešlehová, Johanna - In: Statistical Papers 55 (2014) 4, pp. 1107-1119
The unique copula of a continuous random pair <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$(X,Y)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi>Y</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> is said to be radially symmetric if and only if it is also the copula of the pair <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$(-X,-Y)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi>X</mi> <mo>,</mo> <mo>-</mo> <mi>Y</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation>. This paper revisits the recently considered issue of testing for radial symmetry. Three rank-based...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
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