Geodesic
Statistical aspects of associativity for copulas
Kybernetika, Tome 46 (2010) no. 1, pp. 149-177 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity of samples.
In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity of samples.
Classification : 60C05, 62E15, 62H05, 62H20
Keywords: discrete copulas; associativity; permutations; independence 
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González-Barrios, José M. Statistical aspects of associativity for copulas. Kybernetika, Tome 46 (2010) no. 1, pp. 149-177. http://geodesic.mathdoc.fr/item/KYB_2010_46_1_a9/

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