no. 7-8
Statistics/Probability Theory
Testing of the homogeneity of marginal distributions in copula models
[Un test de l'homogénéité des distributions marginales dans des modèles de copule]

Présenté par : Paul Deheuvels

Bagdonavičius, Vilijandas1 ; Malov, Sergey2 ; Nikulin, Mikhail3
1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Electrotechnical University, Professor Popov str. 5, Saint Petersburg, 197376, Russia
3 Université Victor-Segalen Bordeaux 2, 146, rue Leo-Saignat, 33076 Bordeaux cedex, France
Comptes Rendus. Mathématique, Tome 346 (2008) no. 7-8, pp. 445-450.

On propose un test pour l'égalité des répartitions des marginaux complètement inconnus quand la fonction de répartition bi-dimensionelle est donnée en termes d'une copule paramétrique avec le paramètre d'association inconnu.

A test for the equality of marginal distributions of bi-dimensional distribution functions represented by a parametric copula and completely unknown marginals is proposed.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2008.02.022
Bagdonavičius, Vilijandas 1 ; Malov, Sergey 2 ; Nikulin, Mikhail 3

1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Electrotechnical University, Professor Popov str. 5, Saint Petersburg, 197376, Russia
3 Université Victor-Segalen Bordeaux 2, 146, rue Leo-Saignat, 33076 Bordeaux cedex, France 
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Bagdonavičius, Vilijandas; Malov, Sergey; Nikulin, Mikhail. Testing of the homogeneity of marginal distributions in copula models. Comptes Rendus. Mathématique, Tome 346 (2008) no. 7-8, pp. 445-450. doi : 10.1016/j.crma.2008.02.022. http://www.numdam.org/articles/10.1016/j.crma.2008.02.022/

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