Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein version method is investigated and compared with multiplier bootstrap. Simulation study showed that the Bernstein tests outperform the tests based on the empirical copula.
翻译:本文引入并研究了基于经验Bernstein Copula过程的两样本Copula相等性检验。提出了三种统计量并建立了其渐近性质。此外,还探讨了子抽样Bernstein版本方法,并将其与乘子Bootstrap进行了比较。模拟研究表明,Bernstein检验优于基于经验Copula的检验。