1. Symmetries of random discrete copulas
- Creator:
- Erdely, Arturo, González-Barrios, José M., and Nelsen, Roger B.
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- discrete copulas, r-symmetric permutations, and independence
- Language:
- English
- Description:
- 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public