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Test of symmetry based on copula function |
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| Authors: | Salim Bouzebda Mohamed Cherfi |
| Affiliation: | a Laboratoire de Mathématiques Appliquées, Université de Technologie de Compiègne, B.P. 529, 60205 Compiègne cedex, France b Université Pierre et Marie Curie, Boîte 158, Tour 15-16, 2ème étage, Bureau 10, 4 place Jussieu, 75252 Paris Cedex 05, France |
| 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 Strong approximation Symmetry |
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