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Measures of non-exchangeability for bivariate random vectors
Journal article   Peer reviewed

Measures of non-exchangeability for bivariate random vectors

Fabrizio Durante, Erich-Peter Klement, Carlo Sempi and M Úbeda-Flores
Statistical Papers, Vol.51, pp.687-699
51
2010
Handle:
https://hdl.handle.net/10863/39100

Abstract

We introduce a set of axioms for measures of non--exchangeability for bivariate vectors of continuous and identically distributed random variables and give some examples together with possible applications in statistical models based on the copula function.
url
doi.org/10.1007/s00362-008-0153-0View

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