Measures of non-exchangeability for bivariate random vectors

DOI10.1007/s00362-008-0153-0zbMath1247.60047OpenAlexW1980657106MaRDI QIDQ451448

Manuel Úbeda-Flores, Erich Peter Klement, Carlo Sempi, Fabrizio Durante

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0153-0

zbMATH Keywords

copulaexchangeabilitydependence properties

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)

Related Items (24)

A comprehensive extension of the FGM copula ⋮ Copula diagnostics for asymmetries and conditional dependence ⋮ A method for constructing higher-dimensional copulas ⋮ Measures of tail asymmetry for bivariate copulas ⋮ A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial ⋮ Lower semiquadratic copulas with a given diagonal section ⋮ Maximal non-exchangeability in dimension \(d\) ⋮ Copula-based measures of reflection and permutation asymmetry and statistical tests ⋮ RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ Symmetry of functions and exchangeability of random variables ⋮ Zero-linear copulas ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Non-exchangeability of copulas arising from shock models ⋮ Non-exchangeability of negatively dependent random variables ⋮ Assessing bivariate tail non-exchangeable dependence ⋮ \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas ⋮ New measure of the bivariate asymmetry ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Relation between non-exchangeability and measures of concordance of copulas ⋮ On the degree of asymmetry of a quasi-copula with respect to a curve ⋮ On degrees of asymmetry of a copula with respect to a track ⋮ A nonparametric symmetry test for absolutely continuous bivariate copulas

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