Maximum asymmetry of copulas revisited
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DOI: 10.1515/demo-2018-0003
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References listed on IDEAS
- Roger Nelson, 2007. "Extremes of nonexchangeability," Statistical Papers, Springer, vol. 48(2), pages 329-336, April.
- Harder, Michael & Stadtmüller, Ulrich, 2014. "Maximal non-exchangeability in dimension d," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 31-41.
- Juan Fernández Sánchez & Wolfgang Trutschnig, 2016. "Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(5), pages 1508-1526, March.
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Keywords
Copula; exchangeability; symmetry; complete dependence; Markov kernel;All these keywords.
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