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
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
Journal title :
Journal of Statistical Planning and Inference