Graphical and formal statistical tools for the symmetry of bivariate copulas-Reference-Cited by-同舟云学术

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Graphical and formal statistical tools for the symmetry of bivariate copulas

Published:2013-10-04 Issue:4 Volume:41 Page:637-656
ISSN:0319-5724
Container-title:Canadian Journal of Statistics
language:en
Short-container-title:Can. J. Statistics

Author:

Quessy Jean-François¹,Bahraoui Tarik¹

Affiliation:

1. Département de mathématiques et informatique; Université du Québec à Trois-Rivières; Trois-Rivières QC Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. Exchangeability and related topics

2. Bahraoui , T. Quessy , J.-F. 2013

3. Beare , B. K. Seo , J. 2012 Time irreversible copula-based Markov models

4. Bivariate symmetry tests: Parametric and nonparametric;Bell;The Annals of Mathematical Statistics,1969

5. New estimators of the Pickands dependence function and a test for extreme-value dependence;Bücher;The Annals of Statistics,2011

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1. On approximating dependence function and its derivatives;Extremes;2024-03-15

2. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs;Computational Statistics & Data Analysis;2021-02

3. RANDOMIZATION TESTS OF COPULA SYMMETRY;Econometric Theory;2020-04-06

4. New Measure of the Bivariate Asymmetry;Sankhya A;2020-03-20

5. Construction of bivariate asymmetric copulas;Communications for Statistical Applications and Methods;2018-03-31

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