Matrix representation of meet-irreducible discrete copulas

Abstract

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.