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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2018 / Cilt: 47 - Sayı: 3

A measure of radial asymmetry for bivariate copulas based on Sobolev norm

Ahmad ALİKHANİ-VAFA
Ali DOLATİ
Sayfa
649–658
Yayın Tarihi
2022-10-18
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Through simulation and a real data example, we compare the proposed index with the other radial asymmetry measures.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:The modified Sobolev norm is used to construct an index for measuring the degree of radial asymmetry of a copula.
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Temel Bulgular & Veri:We study various aspects of this index and discuss its rank-based estimator.
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Sonuç & Katkı:Through simulation and a real data example, we compare the proposed index with the other radial asymmetry measures.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Bivariate symmetry · Copula · Empirical process

Abstract

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.

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Bu Makaleye Atıf Yap

ALİKHANİ-VAFA, A., DOLATİ, A. (2022). A measure of radial asymmetry for bivariate copulas based on Sobolev norm. Hacettepe Journal of Mathematics and Statistics, Cilt: 47 - Sayı: 3, 649–658. https://ajindex.com/articles/529887

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Kaynakça (19)

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