Non-exchangeability of negatively dependent random variables

DOI10.1007/s00184-008-0207-2zbMath1182.62119OpenAlexW2038636215MaRDI QIDQ2268371

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

copulasexchangeabilitydependence concepts

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)

Related Items

Unnamed Item ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Measures of radial asymmetry for bivariate random vectors ⋮ Zero-linear copulas ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Non-exchangeability of copulas arising from shock models ⋮ \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Relation between non-exchangeability and measures of concordance of copulas

Cites Work

• Measures of non-exchangeability for bivariate random vectors
• A new extension of bivariate FGM copulas
• An introduction to copulas.
• Constructing generalized FGM copulas by means of certain univariate distributions
• Extremes of nonexchangeability
• Copulas and Markov processes
• A new class of bivariate copulas.
• A weakening of Schur-concavity for copulas
• A generalization of the Archimedean class of bivariate copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• A new class of symmetric bivariate copulas
• Multivariate copulas with cubic sections in one variable
• Inequalities: theory of majorization and its applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item