论文标题
使用Bernstein多项式测试双变量Copulas的对称性
Testing Symmetry for Bivariate Copulas using Bernstein Polynomials
论文作者
论文摘要
在这项工作中，使用经验伯恩斯坦·帕普拉过程（Bernstein Copula Process）引入和研究了双变量coulas的对称性测试。提出了三个统计数据，并建立了它们的渐近特性。此外，研究了用于实施目的的乘数引导伯恩斯坦版本。仿真研究表明，与基于经验Copulas的测试相比，伯恩斯坦测试的表现出色。此外，在实际数据应用中，这些测试始终在各种方案中得出相似的结论。
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 Bernstein version is investigated for implementation purpose. The simulation study demonstrated the superior performance of the Bernstein tests compared to tests based on empirical copulas. Furthermore, in real data applications, these tests consistently yielded similar conclusions across a diverse range of scenarios.
