Statistics Seminar Mohamed Belalia – Testing Symmetry for Bivariate Copulas using Bernstein Polynomials
Nov 21, 2023
3:30PM to 5:00PM
Date(s) - 21/11/2023
3:30 pm - 5:00 pm
Location: University Hall (UH) 112
Speaker: Mohamed Belalia (University of Windsor)
Title: Testing Symmetry for Bivariate Copulas using Bernstein Polynomials
Abstract: In this Talk, tests of symmetry for bivariate copulas are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed, and their asymptotic properties are established. Besides, a multiplier bootstrap Bernstein version is investigated for implementation purposes. The simulation study demonstrated the superior performance of the Bernstein tests compared to tests based on empirical copulas. Furthermore, in real data applications, these tests consistently yielded similar conclusions across a diverse range of scenarios. Finally, I will briefly mention some other forms of hypothesis testing for copulas that are of interest for future research.
Note: This is a joint work with Guanjie Luy.
Date/Time: Tuesday, November 21, 2023, 3.30-5 p.m. (refreshments – will bring it to UH 112)