How close are pairwise and mutual independence?

DOI10.1016/j.spl.2012.06.006zbMath1349.62243OpenAlexW1987711833MaRDI QIDQ451165

Manuel Úbeda-Flores, Roger B. Nelsen

Publication date: 21 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.006

zbMATH Keywords

copulapairwise independenceexchangeabilityquasi-copulamutual independence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

Related Items (3)

Density estimation with distribution element trees ⋮ How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond ⋮ Pairwise and Global Dependence in Trivariate Copula Models

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