Maximum asymmetry of copulas revisited
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Publication:1648678
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
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
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