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

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Hacettepe Journal of Mathematics and Statistics
Volume:47 Issue:3
A measure of radial asymmetry for bivariate copulas based on Sobolev norm

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

Authors : Ahmad ALİKHANİVAFA, Ali DOLATİ

Pages : 649-658

View : 63 | Download : 11

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

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