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

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

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