Title: Randomization tests of copula symmetry
Authors: Brendan Beare - University of California, San Diego (United States) [presenting]
Juwon Seo - National University of Singapore (Singapore)
Abstract: New nonparametric randomization tests of copula exchangeability and radial symmetry are proposed. The tests are simple to compute, consistently detect arbitrary forms of asymmetry, and do not require the specification of a tuning parameter. Simulations indicate excellent small sample properties.