Related papers: Smooth test for equality of copulas
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…
Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…
This paper lays out a principled approach to compare copula forecasts via strictly consistent scores. We first establish the negative result that, in general, copulas fail to be elicitable, implying that copula predictions cannot sensibly…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…
For testing the statistical significance of a treatment effect, we usually compare between two parts of a population, one is exposed to the treatment, and the other is not exposed to it. Standard parametric and nonparametric two-sample…
We describe here a new method to estimate copula measure. From N observations of two variables X and Y, we draw a huge number m of subsamples (size n<N), and we compute the joint ranks in these subsamples. Then, for each bivariate rank…
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment the data. Issues arising from kernel density and distribution…
We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density…
This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore…
An electoral quick count is a statistical procedure whose main objective is to obtain a relatively small but representative sample of all the polling stations in a certain election, and to measure the uncertainty about the final result…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on…
In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap…
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distribution and the Gaussian distribution with same covariances. The…
A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…
In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…
Testing procedures for assessing specific parametric model forms, or for checking the plausibility of simplifying assumptions, play a central role in the mathematical treatment of the uncertain. No certain answers are obtained by testing…