Test of symmetry for semiparametric bivariate copula

نویسنده

  • M. M. E. Abd El-Monsef
چکیده

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.

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تاریخ انتشار 2013