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>

This paper proposes a new rank-based test of extreme-value dependence. The procedure is based on the first three moments of the bivariate probability integral transform of the underlying copula. It is seen that the test statistic is asymptotically normal and its finite- and large-sample variance...