How close are pairwise and mutual independence?

DOI10.1016/J.SPL.2012.06.006MaRDI QIDQ451165zbMATH OpenOpenAlexFDO

Authors Roger B. Nelsen, Manuel Úbeda-Flores

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

copulaexchangeabilitymutual independencequasi-copulapairwise independence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

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Cited in

(6)

• Pairwise and global dependence in trivariate copula models
• How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
• scientific article; zbMATH DE number 4092479 (Why is no real title available?)
• On the existence of complete orthonormal systems of pairwise independent random yariables over a countable probability space
• Are a set of microarrays independent of each other?
• Density estimation with distribution element trees

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