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- W4311452511 abstract "We propose a test procedure to compare simultaneously $K$ copulas, with $K geq 2$. The $K$ observed populations can be paired. The test statistic is based on the differences between orthogonal projection coefficients associated to the density copulas, that we called {it copula coefficients}. The procedure is data driven and we obtain a chi-square asymptotic distribution of the test statistic under the null. We illustrate our procedure via numerical studies and through two real datasets. Eventually, a clustering algorithm is deduced from the $K$-sample test and its performances are illustrated in a simulation experiment." @default.
- W4311452511 created "2022-12-26" @default.
- W4311452511 creator A5080318964 @default.
- W4311452511 creator A5090092340 @default.
- W4311452511 date "2021-12-10" @default.
- W4311452511 modified "2023-09-26" @default.
- W4311452511 title "K-Sample Test for Equality of Copulas" @default.
- W4311452511 doi "https://doi.org/10.48550/arxiv.2112.05623" @default.
- W4311452511 hasPublicationYear "2021" @default.
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