Test of symmetry for semiparametric bivariate copula

by M. M. E. Abd El-Monsef and M. M. Seyam.

Abstract: The copula function is a multivariate distribution whose marginal distributions are uniformly distributed on the interval [0,1], this function called copula that ties the joint and the margins together. One important class of copula models is that of semiparametric copula models. In this paper, a semiparametric copula and its properties are introduced also a test of symmetry for semiparametric copula is derived.

Key Words: Copulas, Exchangeability, Semiparametric family, Symmetry, Measures of association

Authors:
M. M. E. Abd El-Monsef, mmezzat@science.tanta.edu.eg
M. M. Seyam, m.seyam@science.tanta.edu.eg

Editor: Luo, June  , jluo@clemson.edu

READING THE ARTICLE: You can read the article in portable document (.pdf) format (89951 bytes.)
If you have any comments or for further discussion, contact an author.

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 813 times since JULY 8, 2013.


Return to the InterStat Home Page.