High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization
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DOI: 10.3390/sym14010097
Abstract: We use a recently proposed fast test of copula radial symmetry based on multiplier bootstrap and obtain an equivalent randomization test. The literature shows the statistical superiority of the randomization approach in the bivariate case.… read more here.
Keywords: randomization; copula; multiplier bootstrap; high dimensional ... See more keywords