Research on radial asymmetric random variables

zbMATH Open1174.62416MaRDI QIDQ5455728FDOQ5455728

Authors: Fengzhen Liang, Daoji Shi 

Publication date: 4 April 2008

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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)

Cited In (3)

• A measure of radial asymmetry for bivariate copulas based on Sobolev norm
• Title not available (Why is that?)
• Measures of radial asymmetry for bivariate random vectors

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