How close are pairwise and mutual independence?

DOI10.1016/j.spl.2012.06.006zbMath1349.62243MaRDI QIDQ451165

Manuel Úbeda-Flores, Roger B. Nelsen

Publication date: 21 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.006

zbMATH Keywords

copula; pairwise independence; exchangeability; quasi-copula; mutual independence

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62E10: Characterization and structure theory of statistical distributions

60G09: Exchangeability for stochastic processes

Related Items

Pairwise and Global Dependence in Trivariate Copula Models, Density estimation with distribution element trees, How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond

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