Research on radial asymmetric random variables

MaRDI QIDQ5455728zbMATH OpenFDO

Authors Fengzhen Liang, Daoji Shi

Publication date 4 April 2008

zbMATH Keywords

copulasSpearman's rank correlation coefficientKendall's rank correlation coefficientmaximally radial asymmetric random variables

Mathematics Subject Classification ID

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

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• A measure of radial asymmetry for bivariate copulas based on Sobolev norm
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