Li, Bo; Genton, Marc G. - In: Journal of the American Statistical Association 108 (2013) 502, pp. 666-675
We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the...