RANDOMIZATION TESTS OF COPULA SYMMETRY
提出新的非参数检验方法，通过重抽样过程利用群不变性条件，检验Copula的可交换性和径向对称性，计算简单且无需调节参数，模拟显示小样本性质优于现有方法。
New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may be viewed as feasible versions of randomization tests of symmetry, the latter being inapplicable due to the unobservability of marginals. Our tests are simple to compute, control size asymptotically, consistently detect arbitrary forms of asymmetry, and do not require the specification of a tuning parameter. Simulations indicate excellent small sample properties compared with existing procedures involving the multiplier bootstrap.