Maximal asymmetry of bivariate copulas and consequences to measures of dependence

DOI10.1515/DEMO-2022-0115MaRDI QIDQ2172585zbMATH OpenOpenAlexFDO

Authors Florian Griessenberger, Wolfgang Trutschnig

Publication date 16 September 2022

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2022-0115

zbMATH Keywords

asymmetrycopuladependence measureexchangeabilityMarkov kernel

Mathematics Subject Classification ID

Baire category, Baire spaces (54E52) Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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• A simple measure of conditional dependence
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• Copulas and Markov processes
• Estimating scale-invariant directed dependence of bivariate distributions
• Extremes of nonexchangeability
• How non-symmetric can a copula be?
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
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• Maximum asymmetry of copulas revisited
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• On the power of Chatterjee’s rank correlation
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• Properties of Squeezed Binomial States and Squeezed Negative Binomial States
• Relation between non-exchangeability and measures of concordance of copulas
• Shuffles of copulas
• Some approximations of \(n\)-copulas
• Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles
• Some Smoothing Properties of the Star Product of Copulas
• Symmetry of functions and exchangeability of random variables

Cited in

(10)

• Maximum asymmetry of copulas revisited
• New measure of the bivariate asymmetry
• On the degree of asymmetry of a quasi-copula with respect to a curve
• How non-symmetric can a copula be?
• Research on radial asymmetric random variables
• Asymptotic dependence of bivariate maxima
• New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
• Asymmetry of copulas with a given opposite diagonal section
• On comprehensive families of copulas involving the three basic copulas and transformations thereof
• Estimating scale-invariant directed dependence of bivariate distributions

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