Maximal non-exchangeability in dimension \(d\)

DOI10.1016/j.jmva.2013.10.003zbMath1360.62252arXiv1311.5832OpenAlexW1969001628MaRDI QIDQ392046

Ulrich Stadtmüller, Michael Harder

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.5832

zbMATH Keywords

copulasymmetryshuffle of min

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (7)

Maximum asymmetry of copulas revisited ⋮ Quantifying directed dependence via dimension reduction ⋮ Copula modeling from Abe Sklar to the present day ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Assessing bivariate tail non-exchangeable dependence ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Testing exchangeability of copulas in arbitrary dimension

Cites Work

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• Measures of non-exchangeability for bivariate random vectors
• Some approximations of \(n\)-copulas
• Multivariate shuffles and approximation of copulas
• On copulas and their diagonals
• An introduction to copulas.
• Extremes of nonexchangeability
• Some concepts of bivariate symmetry

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