Tests of symmetry for bivariate copulas
Year of publication: |
2012
|
---|---|
Authors: | Genest, Christian ; Nešlehová, Johanna ; Quessy, Jean-François |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 4, p. 811-834
|
Publisher: |
Springer |
Subject: | Empirical copula process | Exchangeability | Multiplier Central Limit Theorem | Ranks | Symmetry |
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