Group symmetry of copula operations
( go to the article → https://www.johndcook.com/blog/2020/03/16/copula-operations/ )
You don’t often see references to group theory in a statistics book. Not that there aren’t symmetries in statistics that could be described in terms of groups, but this isn’t often pointed out. Here’s an example from An Introduction to Copulas by Roger Nelsen. Show that under composition the set of operations of forming the […]
March 16, 2020, 7:05 p.m.