Volume 18, Issue 2 (12-2019)                   JIRSS 2019, 18(2): 139-153 | Back to browse issues page

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Dolati A, Alikhani-Vafa A. A Copula-based Index to Measure Directional Reflection Asymmetry for Trivariate Copulas. JIRSS. 2019; 18 (2) :139-153
URL: http://jirss.irstat.ir/article-1-541-en.html
Department of Statistics, College of Mathematics, Yazd University, Yazd, Iran. , adolati@yazd.ac.ir
Abstract:   (1256 Views)
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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Type of Study: Original Paper | Subject: 62Gxx: Nonparametric inference
Received: 2018/09/21 | Accepted: 2019/03/28 | Published: 2019/10/26

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