Journal of the Iranian Statistical Society
A Copula-based Index to Measure Directional Reflection Asymmetry for Trivariate Copulas
Authors
Department of Statistics, College of Mathematics, Yazd University, Yazd, Iran.
10.29252/jirss.18.2.139
Abstract
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.
Keywords
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Volume 18, Issue 2
December 2019Pages 139-153
- Receive Date: 23 July 2022
- Revise Date: 13 May 2024
- Accept Date: 23 July 2022