Best-possible bounds on the set of copulas with given degree of non-exchangeability
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Publication:489032
DOI10.1016/j.jmaa.2014.02.025zbMath1308.62108OpenAlexW2080098324WikidataQ60256133 ScholiaQ60256133MaRDI QIDQ489032
Gleb Beliakov, Bernard De Baets, Roger B. Nelsen, H. E. De Meyer, Manuel Úbeda-Flores
Publication date: 27 January 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.02.025
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (9)
Best-possible bounds on the set of copulas with a given value of Spearman's footrule ⋮ Multivariate copulas with given values at two arbitrary points ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Zero-linear copulas ⋮ Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Relation between non-exchangeability and measures of concordance of copulas ⋮ On the degree of asymmetry of a quasi-copula with respect to a curve ⋮ On degrees of asymmetry of a copula with respect to a track
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