Maximal asymmetry of bivariate copulas and consequences to measures of dependence
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Publication:2172585
DOI10.1515/demo-2022-0115zbMath1495.62034OpenAlexW4293011148MaRDI QIDQ2172585
Wolfgang Trutschnig, Florian Griessenberger
Publication date: 16 September 2022
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2022-0115
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Baire category, Baire spaces (54E52)
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