Displaying similar documents to “Statistical aspects of associativity for copulas”

Symmetries of random discrete copulas

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

Kybernetika

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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.

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

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

Kybernetika

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In this paper we analyze some properties of the empirical diagonal and we obtain its exact distribution under independence for the two and three- dimensional cases, but the ideas proposed in this paper can be carried out to higher dimensions. The results obtained are useful in designing a nonparametric test for independence, and therefore giving solution to an open problem proposed by Alsina, Frank and Schweizer [2].