Symmetry of functions and exchangeability of random variables

DOI10.1007/S00362-008-0195-3MaRDI QIDQ451473zbMATH OpenOpenAlexFDO

Authors Pavel A. Stoimenov, Karl Friedrich Siburg

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/25934

zbMATH Keywords

copulaedegree of exchangeability of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of functional analysis in probability theory and statistics (46N30)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3480894 (Why is no real title available?)
• scientific article; zbMATH DE number 3797009 (Why is no real title available?)
• A scalar product for copulas
• An introduction to copulas.
• Construction of non-exchangeable bivariate distribution functions
• Copulas and Markov processes
• Extremes of nonexchangeability
• How non-symmetric can a copula be?
• Measures of non-exchangeability for bivariate random vectors
• Norms for copulas

Cited in

(8)

• Measures of non-exchangeability for bivariate random vectors
• Best-possible bounds on the set of copulas with given degree of non-exchangeability
• Symmetry of two‐parameter homogeneous transition function
• Bivariate copulas, norms and non-exchangeability
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• Symmetry properties and asymmetry evaluation of Bayesian confirmation measures
• Asymmetric copulas and their application in design of experiments
• scientific article; zbMATH DE number 3078779 (Why is no real title available?)

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