Geodesic
Symmetries of random discrete copulas
Kybernetika, Tome 44 (2008) no. 6, pp. 846-863 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 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.
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.
Classification : 60C05, 62E15, 62H05
Keywords: discrete copulas; r-symmetric permutations; independence 
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Erdely, Arturo; González–Barrios, José M.; Nelsen, Roger B. Symmetries of random discrete copulas. Kybernetika, Tome 44 (2008) no. 6, pp. 846-863. http://geodesic.mathdoc.fr/item/KYB_2008_44_6_a8/

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