Symmetries of random discrete copulas

MaRDI QIDQ3183815zbMATH OpenFDO

Authors Arturo Erdely, Roger B. Nelsen, José M. González-Barrios

Publication date 21 October 2009

Full work available at URL https://eudml.org/doc/33969, http://www.kybernetika.cz/content/2008/6/846

zbMATH Keywords

independencer-symmetric permutations

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Randomization tests of copula symmetry
• Tests of symmetry for bivariate copulas
• A nonparametric symmetry test for absolutely continuous bivariate copulas
• Test of symmetry based on copula function
• Statistical aspects of associativity for copulas

Cites work

• An introduction to copulas.
• Archimedean components of triangular norms
• Associative functions. Triangular norms and copulas
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• scientific article; zbMATH DE number 2174307 (Why is no real title available?)
• Matrix representation of discrete quasi-copulas
• Quasi-copulas and copulas on a discrete scale
• The maximum order of an element of a finite symmetric group.

Cited in

(5)

• Geometry of discrete copulas
• New results on discrete copulas and quasi-copulas
• Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation
• Statistical aspects of associativity for copulas
• scientific article; zbMATH DE number 7492057 (Why is no real title available?)

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Uses Software

• Mathematica

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