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arxiv: 2108.13564 · v1 · pith:EOCV7ZXT · submitted 2021-08-31 · math.CO

Matrix representation of meet-irreducible discrete copulas

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keywords copulasdiscreteer-torrenslatticematrixmeet-irreduciblerepresentationaguil
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Following Aguil\'{o}-Su\~{n}er-Torrens (2008), Koles\'{a}rov\'{a}-Mesiar-Mordelov\'{a}-Sempi (2006) and Mayor-Su\~{n}er-Torrens (2005), we continue to develop a theory of matrix representation for discrete copulas. To be more precise, we give characterizations of meet-irreducible discrete copulas from an order-theoretical aspect: we show that the set of all irreducible discrete copulas is a lattice in analogy with Nelsen and \'{U}beda-Flores (2005). Moreover, we clarify its lattice structure related to Kendall's $\tau$ and Spearman's $\rho$ borrowing ideas from Coxeter groups.

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