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Symmetry of functions and exchangeability of random variables

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  • Karl Siburg
  • Pavel Stoimenov

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  • Karl Siburg & Pavel Stoimenov, 2011. "Symmetry of functions and exchangeability of random variables," Statistical Papers, Springer, vol. 52(1), pages 1-15, February.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:1:p:1-15
    DOI: 10.1007/s00362-008-0195-3
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    References listed on IDEAS

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    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. Fermanian, Jean-David & Scaillet, Olivier, 2003. "Nonparametric estimation of copulas for time series," Working Papers unige:41797, University of Geneva, Geneva School of Economics and Management.
    3. Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
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    Citations

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    Cited by:

    1. Griessenberger Florian & Trutschnig Wolfgang, 2022. "Maximal asymmetry of bivariate copulas and consequences to measures of dependence," Dependence Modeling, De Gruyter, vol. 10(1), pages 245-269, January.
    2. Papini Pier Luigi, 2015. "Bivariate copulas, norms and non-exchangeability," Dependence Modeling, De Gruyter, vol. 3(1), pages 1-7, November.

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    More about this item

    Keywords

    Copula; Exchangeability; Symmetry; Sobolev space; 60B10; 60E05; 62H05;
    All these keywords.

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