A functional central limit theorem for pattern frequencies in 2D samples enables nonparametric goodness-of-fit, two-sample, and symmetry tests for copulas, with bootstrap critical values and parametric examples.
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Pattern-based tests for two-dimensional copulas
A functional central limit theorem for pattern frequencies in 2D samples enables nonparametric goodness-of-fit, two-sample, and symmetry tests for copulas, with bootstrap critical values and parametric examples.