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Start Over Creator González-Barrios, José M.

1. Exact distribution under independence of the diagonal section of the empirical copula

Creator:
Erdely, Arturo and González-Barrios, José M.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
Archimedean copula, diagonal section, and independence
Language:
English
Description:
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].
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Sample d-copula of order m

Creator:
González-Barrios, José M. and Hernández-Cedillo, María M.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
d-copulas, fractal copulas, and sample d-copulas of order m
Language:
English
Description:
In this paper we analyze the construction of d-copulas including the ideas of Cuculescu and Theodorescu \cite{cucutheo}, Fredricks et al. \cite{frenero}, Mikusiński and Taylor \cite{mitay} and Trutschnig and Fernández-Sánchez \cite{trutfer}. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample d-copula of order m with m≥2, the central idea is to use the above methodologies to construct a new copula based on a sample. The greatest advantage of the sample d-copula is the fact that it is already an approximating d-copula and that it is easily obtained. We will see that these new copulas provide a nice way to study multivariate data with an approximating copula which is simpler than the empirical multivariate copula, and that the empirical copula is the restriction to a grid of a sample d-copula of order n. These sample d-copulas can be used to make statistical inference about the distribution of the data, as shown in Section 3.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

3. Statistical aspects of associativity for copulas

Creator:
González-Barrios, José M.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
discrete copulas, associativity, permutations, and independence
Language:
English
Description:
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.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

4. Symmetries of random discrete copulas

Creator:
Erdely, Arturo, González-Barrios, José M., and Nelsen, Roger B.
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
discrete copulas, r-symmetric permutations, and independence
Language:
English
Description:
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.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public