High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization
نویسندگان
چکیده
We use a recently proposed fast test of copula radial symmetry based on multiplier bootstrap and obtain an equivalent randomization test. The literature shows the statistical superiority approach in bivariate case. extend comparison performance focusing high-dimensional regime simulation study. document asymmetry joint distribution percentage changes sectorial industrial production indices European Union.
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ژورنال
عنوان ژورنال: Symmetry
سال: 2022
ISSN: ['0865-4824', '2226-1877']
DOI: https://doi.org/10.3390/sym14010097