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 o...

Copulas are a useful tool for understanding relationships among multivariate variables, and are important tools for describing the dependence structure between random variables, with different copulas representing different dependencies. Since the study of dependence is critically important in Statistics in order to carry out reliable analyses, understanding and applying results from copulas ca...

In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.

Inspired by the notion of biconic semi-copulas, we introduce biconic semi-copulas with a given section. Such semi-copulas are constructed by linear interpolation on segments connecting the graph of a continuous and decreasing function to the points (0, 0) and (1, 1). Special classes of biconic semi-copulas with a given section such as biconic (quasi-)copulas with a given section are considered....

In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The …rst is connected with products of copulas. The second approach generalises the Archimedean copulas. The resulting copulas are asymmetric and may have more than two parameters in contrast to most of the parametric families of copulas described in the literature. We study the properties of the pro...

Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature. One simple approach is to consider convex-combinations (i.e. weighted arithmetic means) of two or more copulas. Similarly, one might consider weighted geometric means. Consider, for instance, the...

Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula. The package provides a carefully designed and easily extensible platform for multivaria...

We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by 1/16. The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of Π...

The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e. g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the L ∞-measure of non-exchangeability for copulas belonging to this class.

The univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, g-ordinal sum of copulas is introduced and a representation of copulas by means of g-ordinal sums is given. Though different right conditionings commute, this is not the case of right and left conditioning, with a special exception of Archi...