Kybernetika 44 no. 6, 846-863, 2008

Symmetries of random discrete copulas

Arturo Erdely, José M. González–Barrios and Roger B. Nelsen

Abstract:

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.