Non-exchangeability of negatively dependent random variables View Full Text


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Article Info

DATE

2008-11-07

AUTHORS

Fabrizio Durante, Pier Luigi Papini

ABSTRACT

We compute the measure of non-exchangeability (with respect to the L∞-norm) for a pair of identically distributed continuous random variables that satisfy some negative dependence property, namely quadrant dependence or stochastic decreasingness.

PAGES

139-149

References to SciGraph publications

  • 2006-08-01. A Generalization of the Archimedean Class of Bivariate Copulas in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • 2008-07-01. Measures of non-exchangeability for bivariate random vectors in STATISTICAL PAPERS
  • 2006-06-27. Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions in METRIKA
  • 2007-04. Extremes of nonexchangeability in STATISTICAL PAPERS
  • 2008-03-08. A new extension of bivariate FGM copulas in METRIKA
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s00184-008-0207-2

    DOI

    http://dx.doi.org/10.1007/s00184-008-0207-2

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1038483500


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