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

Authors : Ahmad ALİKHANİ-VAFA, Ali DOLATİ

Pages : 649-658

View : 15 | Download : 4

Publication Date : 2018-06-01

Article Type : Research Paper

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.
Keywords : Bivariate symmetry, Copula, Empirical process, Radial asymmetry, Sobolev norm