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Tests of symmetry for bivariate copulas

✍ Scribed by Christian Genest, Johanna Nešlehová, Jean-François Quessy


Book ID
113060588
Publisher
Springer Japan
Year
2011
Tongue
English
Weight
651 KB
Volume
64
Category
Article
ISSN
0020-3157

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A Test for Bivariate Symmetry of Depende
✍ J. V. Deshpande 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 504 KB

In the competing risks set up with two dependent competing risks let F(z, y) be the joint probability distribution of (X, Y), the notional times to failure under the two risks. Actual independent obaervations are ( T i , & ) , i=l, 2, ..., n where Tf=min(Xi, Yi) and & = I ( X c a Y f ) . To test Ho: