Title of article
Test of symmetry based on copula function
Author/Authors
Bouzebda، نويسنده , , Salim and Cherfi، نويسنده , , Mohamed، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
10
From page
1262
To page
1271
Abstract
We introduce some new nonparametric statistical tests of symmetry. The limiting behaviors of the proposed statistics are established under the null hypothesis. Emphasis is placed on explanation of the strong approximation methodology. The asymptotic validity of a re-sampling method to compute p-values is also established. A simulation study for some considered statistics is performed.
Keywords
Empirical copula process , Multiplier central limit theorem , Symmetry , Strong approximation
Journal title
Journal of Statistical Planning and Inference
Serial Year
2012
Journal title
Journal of Statistical Planning and Inference
Record number
2221880
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