Geodesic
Exact distribution under independence of the diagonal section of the empirical copula
Kybernetika, Tome 44 (2008) no. 6, pp. 826-845.

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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].
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},
     journal = {Kybernetika},
     pages = {826--845},
     publisher = {mathdoc},
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     number = {6},
     year = {2008},
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     zbl = {1252.60015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2008__44_6_a7/}
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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/