Bivariate copulas, norms and non-exchangeability

DOI10.1515/demo-2015-0014zbMath1355.60021OpenAlexW2257165241MaRDI QIDQ906350

Pier Luigi Papini

Publication date: 21 January 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2015-0014

zbMATH Keywords

asymmetrycopulasmeasure of nonexchangeability

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Exchangeability for stochastic processes (60G09)

Cites Work

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• Measures of non-exchangeability for bivariate random vectors
• Symmetry of functions and exchangeability of random variables
• Best-possible bounds on the set of copulas with given degree of non-exchangeability
• An introduction to copulas.
• Extremes of nonexchangeability
• A scalar product for copulas
• Norms for copulas
• Non-exchangeability of negatively dependent random variables
• Assessing and Modeling Asymmetry in Bivariate Continuous Data
• Principles of Copula Theory

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