2 papers
econ.EM2019
Randomization tests of copula symmetry
Brendan K. Beare, Juwon Seo
New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance condition…
econ.EM2018
Randomization Tests for Equality in Dependence Structure
Juwon Seo
We develop a new statistical procedure to test whether the dependence structure is identical between two groups. Rather than relying on a single index such as Pearson's correlation…