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Measures of non-exchangeability for bivariate random vectors

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Author Info

  • Fabrizio Durante

    ()

  • Erich Klement

    ()

  • Carlo Sempi

    ()

  • Manuel Úbeda-Flores

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00362-008-0153-0
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Bibliographic Info

Article provided by Springer in its journal Statistical Papers.

Volume (Year): 51 (2010)
Issue (Month): 3 (September)
Pages: 687-699

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Handle: RePEc:spr:stpapr:v:51:y:2010:i:3:p:687-699

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Web page: http://www.springer.com/statistics/business/journal/362

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Related research

Keywords: Copula; Dependence properties; Exchangeability;

References

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  1. Fabrizio Durante, 2009. "Construction of non-exchangeable bivariate distribution functions," Statistical Papers, Springer, vol. 50(2), pages 383-391, March.
  2. Matthew Hurd & Mark Salmon & Christoph Schleicher, 2007. "Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index," Bank of England working papers 334, Bank of England.
  3. Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C., 1999. "A Characterization of Quasi-copulas," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 193-205, May.
  4. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
  5. Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold, 1993. "On the characterization of a class of binary operations on distribution functions," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 85-89, May.
  6. Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
  7. Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda, 2004. "Best-possible bounds on sets of bivariate distribution functions," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 348-358, August.
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Citations

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Cited by:
  1. Azam Dehgani & Ali Dolati & Manuel Úbeda-Flores, 2013. "Measures of radial asymmetry for bivariate random vectors," Statistical Papers, Springer, vol. 54(2), pages 271-286, May.
  2. Karl Siburg & Pavel Stoimenov, 2011. "Symmetry of functions and exchangeability of random variables," Statistical Papers, Springer, vol. 52(1), pages 1-15, February.
  3. Harder, Michael & Stadtmüller, Ulrich, 2014. "Maximal non-exchangeability in dimension d," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 31-41.
  4. Arturo Erdely & José González-Barrios, 2010. "A nonparametric symmetry test for absolutely continuous bivariate copulas," Statistical Methods and Applications, Springer, vol. 19(4), pages 541-565, November.
  5. J. Rosco & Harry Joe, 2013. "Measures of tail asymmetry for bivariate copulas," Statistical Papers, Springer, vol. 54(3), pages 709-726, August.

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