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Keywords:
discrete copulas; r-symmetric permutations; independence
discrete copulas; r-symmetric permutations; independence
Summary:
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.
References:
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