Testing Symmetry for Bivariate Copulas using Bernstein Polynomials
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2022
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| _version_ | 1866913346940305408 |
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| author | Lyu, Guanjie Belalia, Mohamed |
| author_facet | Lyu, Guanjie Belalia, Mohamed |
| contents | In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap Bernstein version is investigated for implementation purpose. The simulation study demonstrated the superior performance of the Bernstein tests compared to tests based on empirical copulas. Furthermore, in real data applications, these tests consistently yielded similar conclusions across a diverse range of scenarios. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2202_12787 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Testing Symmetry for Bivariate Copulas using Bernstein Polynomials Lyu, Guanjie Belalia, Mohamed Methodology In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap Bernstein version is investigated for implementation purpose. The simulation study demonstrated the superior performance of the Bernstein tests compared to tests based on empirical copulas. Furthermore, in real data applications, these tests consistently yielded similar conclusions across a diverse range of scenarios. |
| title | Testing Symmetry for Bivariate Copulas using Bernstein Polynomials |
| topic | Methodology |
| url | https://arxiv.org/abs/2202.12787 |