Exact distribution under independence of the diagonal section of the empirical copula

Arturo Erdely; José M. González–Barrios

Displaying similar documents to “Exact distribution under independence of the diagonal section of the empirical copula”

Extreme distribution functions of copulas

Manuel Úbeda-Flores (2008)

Kybernetika

Similarity:

In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.

Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”

Fabrizio Durante, Radko Mesiar, Carlo Sempi (2008)

Kybernetika

Similarity:

Symmetries of random discrete copulas

Arturo Erdely, José M. González–Barrios, Roger B. Nelsen (2008)

Kybernetika

Similarity:

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.