Geodesic
Exact distribution under independence of the diagonal section of the empirical copula
Kybernetika, Tome 44 (2008) no. 6, pp. 826-845 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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].
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].
Classification : 60C05, 62E15, 62H05
Keywords: Archimedean copula; diagonal section; independence 
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     title = {Exact distribution under independence of the diagonal section of the empirical copula},
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Erdely, Arturo; González–Barrios, José M. Exact distribution under independence of the diagonal section of the empirical copula. Kybernetika, Tome 44 (2008) no. 6, pp. 826-845. http://geodesic.mathdoc.fr/item/KYB_2008_44_6_a7/

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