Measures of non-exchangeability for bivariate random vectors

被引：26
|
作者：
Durante, Fabrizio [1 ]
Klement, Erich Peter [1 ]
Sempi, Carlo [2 ]
Ubeda-Flores, Manuel [3 ]
机构：
[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
[2] Univ Salento, Dipartimento Matemat Ennio De Giorgi, I-73100 Lecce, Italy
[3] Univ Almeria, Dept Estadist & Matemat Aplicada, Almeria 04120, Spain
来源：
STATISTICAL PAPERS | 2010年 / 51卷 / 03期
关键词：
Copula; Dependence properties; Exchangeability; COPULAS; TESTS;
D O I：
10.1007/s00362-008-0153-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：687 / 699
页数：13
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