Copula-based measures and tests for conditional asymmetry

被引：1

作者：

Mokhtari, E. ^{[1
]}

Dolati, A. ^{[1
]}

Dastbaravarde, A. ^{[1
]}

机构：

[1] Yazd Univ, Dept Stat, Yazd, Iran

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2025年 / 54卷 / 01期

关键词：

Bivariate symmetry; Conditional symmetry; Copula; Test; LEAST-SQUARES ESTIMATION; ADAPTIVE ESTIMATION; NONPARAMETRIC-TESTS; CONSISTENT TEST; SYMMETRY; DEPENDENCE; MODELS;

D O I：

10.1080/03610918.2023.2244703

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we develop copula-based measures and testing procedures for the conditional asymmetry of a random variable given another. The resulting tests are ranked based and thus robust to the outliers. The asymptotic properties of the test statistics are investigated. Simulation studies and real data analysis are conducted to illustrate the performance of the proposed tests.

引用

页码：1 / 22

页数：22

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