%0 Journal Article
%A Dolati, Ali
%A Alikhani-Vafa, Ahmad
%T A Copula-based Index to Measure Directional Reflection Asymmetry for Trivariate Copulas
%J Journal of the Iranian Statistical Society
%V 18
%N 2
%U http://jirss.irstat.ir/article-1-541-en.html
%R 10.29252/jirss.18.2.139
%D 2019
%K Asymptotic Normality, Copula, Empirical Processes, Reflection Asymmetry, Test of Asymmetry.,
%X 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.
%> http://jirss.irstat.ir/article-1-541-en.pdf
%P 139-153
%& 139
%! A Copula-Based Index to Measure Directional Reflection Asymmetry
%9 Original Paper
%L A-11-609-1
%+ Department of Statistics, College of Mathematics, Yazd University, Yazd, Iran.
%G eng
%@ 1726-4057
%[ 2019