Testing equality between two-sample dependence structure using Bernstein polynomials
Abstract
Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein version method is investigated and compared with multiplier bootstrap. Simulation study showed that the Bernstein tests outperform the tests based on the empirical copula.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.