Non-exchangeability of negatively dependent random variables

DOI10.1007/S00184-008-0207-2MaRDI QIDQ2268371zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Pier Luigi Papini

Publication date 8 March 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-008-0207-2

zbMATH Keywords

copulasdependence conceptsexchangeability

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) 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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• Copulas with given values on a horizontal and a vertical section
• Extremes of nonexchangeability
• How non-symmetric can a copula be?
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5595984 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Measures of non-exchangeability for bivariate random vectors
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Cited in

(11)

• Measures of radial asymmetry for bivariate random vectors
• Non-exchangeability of copulas arising from shock models
• Zero-linear copulas
• Relation between non-exchangeability and measures of concordance of copulas
• Componentwise concave copulas and their asymmetry
• Best-possible bounds on the set of copulas with given degree of non-exchangeability
• Asymmetric copulas and their application in design of experiments
• Exact upper bound for copulas with a given diagonal section
• Extremes of nonexchangeability
• Bivariate copulas, norms and non-exchangeability
• \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas

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