Maximum asymmetry of copulas revisited

DOI10.1515/DEMO-2018-0003zbMath1390.60059OpenAlexW2794494429WikidataQ130047672 ScholiaQ130047672MaRDI QIDQ1648678

Juan Fernández-Sánchez, Wolfgang Trutschnig, Noppadon Kamnitui

Publication date: 27 June 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2018-0003

zbMATH Keywords

copulasymmetryexchangeabilityMarkov kernelcomplete dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Contents, measures, outer measures, capacities (28A12) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

Maximal asymmetry of bivariate copulas and consequences to measures of dependence ⋮ Quantifying directed dependence via dimension reduction ⋮ Copula modeling from Abe Sklar to the present day ⋮ Zero-linear copulas ⋮ Estimating scale-invariant directed dependence of bivariate distributions

Cites Work

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• Probability theory. A comprehensive course.
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
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• Principles of Copula Theory

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