BACK to VOLUME 44 NO.6
BACK to VOLUME 44 NO.6
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;
BACK to VOLUME 44 NO.6