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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

    as
    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. Jean-David FERMANIAN & Olivier SCAILLET, 2003. "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series rp57, International Center for Financial Asset Management and Engineering.
    3. Roger Nelsen, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(4), pages 695-695, October.
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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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