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Testing Symmetry for Bivariate Copulas using Bernstein Polynomials

02/25/2022

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by Mohamed Belalia, et al.

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In this paper, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap Bernstein version is investigated for implementation purpose. Simulation study and real data application showed that the Bernstein tests outperform the tests based on the empirical copula.

Mohamed Belalia
2 publications
Guanjie Lyu
2 publications

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