Testing equality between two-sample dependence structure using Bernstein polynomials
Statistics Theory
2023-12-19 v2 Statistics Theory
Abstract
Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein version method is investigated and compared with multiplier bootstrap. Simulation study showed that the Bernstein tests outperform the tests based on the empirical copula.
Cite
@article{arxiv.2303.02510,
title = {Testing equality between two-sample dependence structure using Bernstein polynomials},
author = {Guanjie Lyu and Mohamed Belalia},
journal= {arXiv preprint arXiv:2303.02510},
year = {2023}
}
Comments
26 pages, 3 tables