Tests of bivariate exchangeability

Tests of Bahraoui, Bouezmarni & Quessy (2019, DepMod)

• Performing the tests
  • DiagSym_CopulaCf_Tests
• Estimation of the power
  • DiagSym_CopulaCf_PowerSquared
  • DiagSym_CopulaCf_PowerKhoudraji
• Utilitary function
  • DiagSym_CopulaCf_B

Tests of Genest, Neslehovà & Quessy (2012, AISM)

• Performing the tests
  • DiagSym_EmpCopula_Tests
• Estimation of the power
  • DiagSym_EmpCopula_PowerSquared
  • DiagSym_EmpCopula_PowerKhoudraji