基于Copula的三元Copula定向反射不对称性度量指标

IF 0.1 Q4 STATISTICS & PROBABILITY

JIRSS-Journal of the Iranian Statistical Society Pub Date : 2019-12-10 DOI:10.29252/JIRSS.18.2.139

A. Dolati, Ahmad Alikhani-Vafa

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引用次数: 1

摘要

我们提出了一个基于copula的索引来检测三元分布中的反射不对称性。所提出的指标是基于方向反射不对称性在一组方向上的定义。我们导出了所提出的指数的基于秩的估计量的渐近分布。指数的值和不对称发生的方向很容易计算，我们通过模拟研究和实际数据分析进行了说明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Copula-based Index to Measure Directional Reflection Asymmetry for Trivariate Copulas

We propose a copula-based index to detect the reflection asymmetry in trivariate distributions. The proposed index is based on the definition of directional reflection asymmetry over the set of directions. We derive the asymptotic distribution of the rank-based estimator of the proposed index. The value of the index and the direction in which the asymmetry occurs are easily computed, and we illustrate it with a simulation study and a real data analysis.

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来源期刊

JIRSS-Journal of the Iranian Statistical Society STATISTICS & PROBABILITY-

CiteScore

1.50

自引率

0.00%

发文量