Symmetry of functions and exchangeability of random variables

DOI10.1007/s00362-008-0195-3zbMath1247.60021OpenAlexW2065050617MaRDI QIDQ451473

Pavel A. Stoimenov, Karl Friedrich Siburg

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/25934

zbMATH Keywords

copulaedegree of exchangeability of random variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Applications of functional analysis in probability theory and statistics (46N30)

Related Items

Maximal asymmetry of bivariate copulas and consequences to measures of dependence ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Asymmetric Copulas and Their Application in Design of Experiments

Cites Work

• Measures of non-exchangeability for bivariate random vectors
• An introduction to copulas.
• Construction of non-exchangeable bivariate distribution functions
• Extremes of nonexchangeability
• A scalar product for copulas
• Copulas and Markov processes
• Norms for copulas
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