A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
Article first published online: 5 MAR 2012
© 2012 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 39, Issue 3, pages 480–496, September 2012
How to Cite
KOJADINOVIC, I. and YAN, J. (2012), A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas. Scandinavian Journal of Statistics, 39: 480–496. doi: 10.1111/j.1467-9469.2011.00772.x
- Issue published online: 22 AUG 2012
- Article first published online: 5 MAR 2012
- Received February 2010, in final form October 2011
Proofs of propositions 2, 3, 4, 7 and 8, theorems 1 and 2, and the full simulation results.
|SJOS_772_sm_ProofPropositionandTheorems.pdf||302K||Supporting info item|
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