Semigroups of Semi-copulas and Evolution of Dependence at Increase of Age.
Shuffles of Min.
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Sobre la representación de un conjunto mediante árboles aditivos.
En este trabajo se estudia el problema de la representación de un conjunto mediante árboles aditivos, en el sentido de hallar una formalización que permita abordar el mismo desde la perspectiva general de los métodos geométricos de representación del análisis multivariante.
Solution to an open problem about a transformation on the space of copulas
We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Some Characterizations of the Bivariate Normal Distribution.
Some functionals for copulas.
Some New Random Effect Models for Correlated Binary Responses
Exchangeable copulas are used to model an extra-binomial variation in Bernoulli experiments with a variable number of trials. Maximum likelihood inference procedures for the intra-cluster correlation are constructed for several copula families. The selection of a particular model is carried out using the Akaike information criterion (AIC). Profile likelihood confidence intervals for the intra-cluster correlation are constructed and their performance are assessed in a simulation experiment. The sensitivity...
Statistical aspects of associativity for copulas
In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity...
Statistiques de diffusions et temps local
Sur les lois à symétrie elliptique
Symmetries of random discrete copulas
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.