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Publication:3552469
zbMath1191.62095MaRDI QIDQ3552469
Fabrizio Durante, Pier Luigi Papini
Publication date: 22 April 2010
Full work available at URL: https://eudml.org/doc/37685
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Exchangeability for stochastic processes (60G09)
Related Items (10)
Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components ⋮ The smallest semicopula-based universal integrals. I: Properties and characterizations ⋮ Non-exchangeability of copulas arising from shock models ⋮ \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas ⋮ Stochastic monotonicity and the Markov product for copulas ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Relation between non-exchangeability and measures of concordance of copulas ⋮ Unnamed Item ⋮ Contagion-based distortion risk measures ⋮ The distributivity property of increasing binary operations
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Cites Work
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- Ultramodular Functions
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