Assessing and Modeling Asymmetry in Bivariate Continuous Data
From MaRDI portal
Publication:2849526
DOI10.1007/978-3-642-35407-6_5zbMath1273.62112OpenAlexW2222558555MaRDI QIDQ2849526
Johanna G. Nešlehová, Christian Genest
Publication date: 20 September 2013
Published in: Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_5
Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (21)
Copula diagnostics for asymmetries and conditional dependence ⋮ Flipping of multivariate aggregation functions ⋮ Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs ⋮ An order of asymmetry in copulas, and implications for risk management ⋮ Some copula inference procedures adapted to the presence of ties ⋮ Shock models with dependence and asymmetric linkages ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ \(D_s\)-optimality in copula models ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Testing Asymmetry in Dependence with Copula-Coskewness ⋮ On tests of radial symmetry for bivariate copulas ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Non-exchangeability of copulas arising from shock models ⋮ Dependence in a background risk model ⋮ Extremal attractors of Liouville copulas ⋮ On an asymmetric extension of multivariate Archimedean copulas based on quadratic form ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Constructing copulas from shock models with imprecise distributions ⋮ Relation between non-exchangeability and measures of concordance of copulas
Uses Software
This page was built for publication: Assessing and Modeling Asymmetry in Bivariate Continuous Data