Extremes of nonexchangeability
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Recommendations
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Non-exchangeability of negatively dependent random variables
- Measures of non-exchangeability for bivariate random vectors
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
Cites work
Cited in
(62)- Shuffles of copulas
- Maximum asymmetry of copulas revisited
- Copula-based measures of reflection and permutation asymmetry and statistical tests
- \(D_s\)-optimality in copula models
- Tests of symmetry for bivariate copulas
- Measures of radial asymmetry for bivariate random vectors
- Non-exchangeability of copulas arising from shock models
- New results on perturbation-based copulas
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- On the copula correlation ratio and its generalization
- Zero-linear copulas
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Non-exchangeability of negatively dependent random variables
- Assessing bivariate tail non-exchangeable dependence
- Testing the symmetry of a dependence structure with a characteristic function
- 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 comprehensive extension of the FGM copula
- A weakening of Schur-concavity for copulas
- Measures of tail asymmetry for bivariate copulas
- A nonparametric symmetry test for absolutely continuous bivariate copulas
- Graphical and formal statistical tools for the symmetry of bivariate copulas
- An order of asymmetry in copulas, and implications for risk management
- On the family of multivariate chi-square copulas
- A comparison of bounds on three sets of copulas with given degree of non-exchangeability
- Rectangular Patchwork for Bivariate Copulas and Tail Dependence
- Copula regression spline models for binary outcomes
- COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
- Componentwise concave copulas and their asymmetry
- Statistical aspects of associativity for copulas
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Lower semiquadratic copulas with a given diagonal section
- Maximal non-exchangeability in dimension d
- Measures of non-exchangeability for bivariate random vectors
- Symmetry of functions and exchangeability of random variables
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial
- Asymmetric copulas and their application in design of experiments
- A functional treatment of asymmetric copulas
- Testing asymmetry in dependence with copula-coskewness
- Bivariate copulas: transformations, asymmetry and measures of concordance
- Asymmetric semilinear copulas
- Randomization tests of copula symmetry
- Extreme semilinear copulas
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Estimating the parameters of a dependent model and applying it to environmental data set
- Quantifying directed dependence via dimension reduction
- Time irreversible copula-based Markov models
- New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
- Generalized simulated method-of-moments estimators for multivariate copulas
- Asymmetry of copulas with a given opposite diagonal section
- Extending Darsow's operator: a new framework for bivariate and multivariate copulas
- The family of multivariate beta copulas revisited
- Exact upper bound for copulas with a given diagonal section
- On comprehensive families of copulas involving the three basic copulas and transformations thereof
- Analysis of asymmetric financial data with directional dependence measures
- Convex lineability in copula and quasi-copula sets
- Construction of non-exchangeable bivariate distribution functions
- Estimating scale-invariant directed dependence of bivariate distributions
- Bivariate copulas, norms and non-exchangeability
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
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