Shuffles of copulas and a new measure of dependence

DOI10.1016/J.JMAA.2012.08.061zbMath1402.62096arXiv1204.0405OpenAlexW2962927592MaRDI QIDQ691846

Songkiat Sumetkijakan, Pongpol Ruankong, Tippawan Santiwipanont

Publication date: 4 December 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0405

zbMATH Keywords

copulasshuffles of Minmeasure of dependencemeasure-preservingshuffles of copulasSobolev norm \(\ast \)-product

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Characterization and structure theory of statistical distributions (62E10)

Related Items (9)

Local Kendall’s Tau ⋮ Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Extreme generators of shock induced copulas ⋮ Countably piecewise monotonic surjection implicit dependence copulas ⋮ Comparison, utility, and partition of dependence under absolutely continuous and singular distributions ⋮ Characterization of pre-idempotent copulas ⋮ Dependence measuring from conditional variances ⋮ Extremality and factorizability of Markov operators ⋮ On the copula correlation ratio and its generalization

Cites Work

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