A nonparametric symmetry test for absolutely continuous bivariate copulas |
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| Authors: | Arturo Erdely José M González-Barrios |
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| Institution: | 1. Programa de Actuaría, Facultad de Estudios Superiores Acatlán, Universidad Nacional Autónoma de México, Av. Alcanfores y San Juan Totoltepec s/n, Santa Cruz Acatlán, Naucalpan, 53150, Estado de México, México
2. Departamento de Probabilidad y Estadística, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México, Circuito Escolar s/n, Ciudad Universitaria, 04510, México, DF, México
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| Abstract: | Based on the works by Klement and Mesiar (Comment Math Univ Carolinae 47:141–148, 2006) and Nelsen (Stat Pap 48:329–336, 2007)
on maximal asymmetry of copulas, we define and study the concept of tri-symmetry and we propose a simple statistic to test
symmetry of a bivariate copula, given a random sample of an absolutely continuous bivariate random vector. We also make a
power comparison against some other well known nonparametric symmetry tests. |
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