Statistics Seminar
By Guanjie Lyu
Thusrday, October 3, 2024, at 3:00 pm
University of Windsor | In-person | Lambton Tower 9-118
Title: Testing the equality of the copulas of two multivariate populations
Abstract: The empirical Bernstein copula process is utilized to conduct tests for the equality of the dependence structures between two samples. To this end, three tests statistics are proposed, and their asymptotic properties are established under mild regularity conditions. Furthermore, in order to obtain a valid p-value, subsampling and multiplier bootstrap methods are introduced and investigated for the Bernstein based-test statistics. Through a simulation study, it is demonstrated that the Bernstein-based tests significantly outperform the tests based on the empirical copula.
Counts toward seminar attendance for MSc and PhD students in Math & Stats