Symmetries of random discrete copulas
نویسندگان
چکیده
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.
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عنوان ژورنال:
- Kybernetika
دوره 44 شماره
صفحات -
تاریخ انتشار 2008