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Kybernetika 44(6):846-863, 2008.

Symmetries of Random Discrete Copulas

Arturo Erdely, José M. González-Barrios and Roger B. Nelsen


Abstract:

In this paper we analyze some properties of the discrete copulas in terms of permutations. We observe the connection between discrete copulas and the empirical copulas, and then we analyze a statistic that indicates when the discrete copula is symmetric and obtain its main statistical properties under independence. The results obtained are useful in designing a nonparametric test for symmetry of copulas.


Keywords: discrete copulas; r-symmetric permutations; independence;


AMS: 60C05; 62E15; 62H05;


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BIB TeX

@article{kyb:2008:6:846-863,

author = {Erdely, Arturo and Gonz\'{a}lez--Barrios, Jos\'{e} M. and Nelsen, Roger B. },

title = {Symmetries of Random Discrete Copulas},

journal = {Kybernetika},

volume = {44},

year = {2008},

number = {6},

pages = {846-863}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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