A measure of radial asymmetry for bivariate copulas based on Sobolev norm
| Autor: | Ahmad Alikhani-Vafa, Ali Dolati |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: |
Matematik
media_common.quotation_subject 010102 general mathematics Mathematical analysis Copula (linguistics) Estimator General Medicine Bivariate analysis Bivariate symmetry Copula Empirical process Radial asymmetry Sobolev norm 01 natural sciences Asymmetry Sobolev space 010104 statistics & probability Norm (mathematics) 0101 mathematics Mathematics media_common |
| Zdroj: | Volume: 47, Issue: 3 649-658 Hacettepe Journal of Mathematics and Statistics |
| ISSN: | 2651-477X |
| Popis: | The modified Sobolev norm is used to construct an index for measuring the degree of radial asymmetry of a copula. We study various aspects of this index and discuss its rank-based estimator. Through simulation and a real data example, we compare the proposed index with the other radial asymmetry measures. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|