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Extremes of nonexchangeability

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  • Roger Nelsen

Abstract

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Suggested Citation

  • Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
  • Handle: RePEc:spr:stpapr:v:48:y:2007:i:4:p:695-695
    DOI: 10.1007/s00362-007-0380-9
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    File URL: http://hdl.handle.net/10.1007/s00362-007-0380-9
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    Citations

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    Cited by:

    1. Fabrizio Durante & Erich Klement & Carlo Sempi & Manuel Úbeda-Flores, 2010. "Measures of non-exchangeability for bivariate random vectors," Statistical Papers, Springer, vol. 51(3), pages 687-699, September.
    2. Christian Genest & Johanna Nešlehová & Jean-François Quessy, 2012. "Tests of symmetry for bivariate copulas," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 811-834, August.
    3. Beare, Brendan K. & Seo, Juwon, 2014. "Time Irreversible Copula-Based Markov Models," Econometric Theory, Cambridge University Press, vol. 30(05), pages 923-960, October.
    4. repec:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0743-1 is not listed on IDEAS
    5. Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène, 2016. "On the family of multivariate chi-square copulas," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 40-60.
    6. repec:spr:stmapp:v:26:y:2017:i:3:d:10.1007_s10260-016-0375-6 is not listed on IDEAS
    7. Siburg, Karl Friedrich & Stehling, Katharina & Stoimenov, Pavel A. & Weiß, Gregor N.F., 2016. "An order of asymmetry in copulas, and implications for risk management," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 241-247.
    8. J. Rosco & Harry Joe, 2013. "Measures of tail asymmetry for bivariate copulas," Statistical Papers, Springer, vol. 54(3), pages 709-726, August.
    9. Papini Pier Luigi, 2015. "Bivariate copulas, norms and non-exchangeability," Dependence Modeling, De Gruyter Open, vol. 3(1), pages 1-7, November.
    10. de Melo Mendes, Beatriz Vaz & Kolev, Nikolai, 2008. "How long memory in volatility affects true dependence structure," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1070-1086, December.
    11. Arturo Erdely & José González-Barrios, 2010. "A nonparametric symmetry test for absolutely continuous bivariate copulas," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 541-565, November.
    12. Karl Siburg & Pavel Stoimenov, 2011. "Symmetry of functions and exchangeability of random variables," Statistical Papers, Springer, vol. 52(1), pages 1-15, February.
    13. Harder, Michael & Stadtmüller, Ulrich, 2014. "Maximal non-exchangeability in dimension d," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 31-41.
    14. 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.
    15. repec:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0703-1 is not listed on IDEAS

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