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20222026
most citedTesting Symmetry for Bivariate Copulas using Bernstein Polynomials

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math.ST2023

Testing equality between two-sample dependence structure using Bernstein polynomials

Guanjie Lyu, Mohamed Belalia

Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic propert…