Measures of non-exchangeability for bivariate random vectors View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2008-07-01

AUTHORS

Fabrizio Durante, Erich Peter Klement, Carlo Sempi, Manuel Úbeda-Flores

ABSTRACT

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.

PAGES

687-699

References to SciGraph publications

  • 2007. Extremes in Nature, An Approach Using Copulas in NONE
  • 2006-03. Copulas: Tales and facts in EXTREMES
  • 2002. The Bertino Family of Copulas in DISTRIBUTIONS WITH GIVEN MARGINALS AND STATISTICAL MODELLING
  • 1997. Diagonal Copulas in DISTRIBUTIONS WITH GIVEN MARGINALS AND MOMENT PROBLEMS
  • 1997. Copulas Constructed from Diagonal Sections in DISTRIBUTIONS WITH GIVEN MARGINALS AND MOMENT PROBLEMS
  • 2007-04. Extremes of nonexchangeability in STATISTICAL PAPERS
  • 1959-09. On measures of dependence in ACTA MATHEMATICA HUNGARICA
  • 2003-08-01. Problems on associative functions in AEQUATIONES MATHEMATICAE
  • 1978. Probability Theory, Independence Interchangeability Martingales in NONE
  • 2007-05-12. Construction of non-exchangeable bivariate distribution functions in STATISTICAL PAPERS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s00362-008-0153-0

    DOI

    http://dx.doi.org/10.1007/s00362-008-0153-0

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1007983374


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Mathematical Sciences", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0104", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Statistics", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "alternateName": "Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria", 
              "id": "http://www.grid.ac/institutes/grid.9970.7", 
              "name": [
                "Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Durante", 
            "givenName": "Fabrizio", 
            "id": "sg:person.013475607471.22", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013475607471.22"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria", 
              "id": "http://www.grid.ac/institutes/grid.9970.7", 
              "name": [
                "Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Klement", 
            "givenName": "Erich Peter", 
            "id": "sg:person.010620407107.52", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.010620407107.52"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Dipartimento di Matematica \u201cEnnio De Giorgi\u201d, Universit\u00e0 del Salento, 73100, Lecce, Italy", 
              "id": "http://www.grid.ac/institutes/grid.9906.6", 
              "name": [
                "Dipartimento di Matematica \u201cEnnio De Giorgi\u201d, Universit\u00e0 del Salento, 73100, Lecce, Italy"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Sempi", 
            "givenName": "Carlo", 
            "id": "sg:person.07603035605.17", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07603035605.17"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Departamento de Estad\u00edstica y Matem\u00e1tica Aplicada, Universidad de Almer\u00eda, 04120, Almer\u00eda, Spain", 
              "id": "http://www.grid.ac/institutes/grid.28020.38", 
              "name": [
                "Departamento de Estad\u00edstica y Matem\u00e1tica Aplicada, Universidad de Almer\u00eda, 04120, Almer\u00eda, Spain"
              ], 
              "type": "Organization"
            }, 
            "familyName": "\u00dabeda-Flores", 
            "givenName": "Manuel", 
            "id": "sg:person.015633760405.50", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015633760405.50"
            ], 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "sg:pub.10.1007/s00362-007-0064-5", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1033688758", 
              "https://doi.org/10.1007/s00362-007-0064-5"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02024507", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1028793573", 
              "https://doi.org/10.1007/bf02024507"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/1-4020-4415-1", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1002759975", 
              "https://doi.org/10.1007/1-4020-4415-1"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s00362-006-0336-5", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1025977347", 
              "https://doi.org/10.1007/s00362-006-0336-5"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-1-4684-0062-5", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1040082019", 
              "https://doi.org/10.1007/978-1-4684-0062-5"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-94-011-5532-8_15", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021658869", 
              "https://doi.org/10.1007/978-94-011-5532-8_15"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-94-017-0061-0_10", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1044820219", 
              "https://doi.org/10.1007/978-94-017-0061-0_10"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s10687-006-0015-x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1015256266", 
              "https://doi.org/10.1007/s10687-006-0015-x"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s00010-003-2673-y", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1053437886", 
              "https://doi.org/10.1007/s00010-003-2673-y"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-94-011-5532-8_16", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1017813050", 
              "https://doi.org/10.1007/978-94-011-5532-8_16"
            ], 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2008-07-01", 
        "datePublishedReg": "2008-07-01", 
        "description": "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.", 
        "genre": "article", 
        "id": "sg:pub.10.1007/s00362-008-0153-0", 
        "inLanguage": "en", 
        "isAccessibleForFree": false, 
        "isPartOf": [
          {
            "id": "sg:journal.1051623", 
            "issn": [
              "0932-5026", 
              "1613-9798"
            ], 
            "name": "Statistical Papers", 
            "publisher": "Springer Nature", 
            "type": "Periodical"
          }, 
          {
            "issueNumber": "3", 
            "type": "PublicationIssue"
          }, 
          {
            "type": "PublicationVolume", 
            "volumeNumber": "51"
          }
        ], 
        "keywords": [
          "bivariate random vectors", 
          "random variables", 
          "random vectors", 
          "statistical model", 
          "copula function", 
          "set of axioms", 
          "bivariate vector", 
          "possible applications", 
          "vector", 
          "axioms", 
          "set", 
          "model", 
          "variables", 
          "applications", 
          "function", 
          "measures", 
          "example"
        ], 
        "name": "Measures of non-exchangeability for bivariate random vectors", 
        "pagination": "687-699", 
        "productId": [
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1007983374"
            ]
          }, 
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.1007/s00362-008-0153-0"
            ]
          }
        ], 
        "sameAs": [
          "https://doi.org/10.1007/s00362-008-0153-0", 
          "https://app.dimensions.ai/details/publication/pub.1007983374"
        ], 
        "sdDataset": "articles", 
        "sdDatePublished": "2022-05-20T07:24", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-springernature-scigraph/baseset/20220519/entities/gbq_results/article/article_471.jsonl", 
        "type": "ScholarlyArticle", 
        "url": "https://doi.org/10.1007/s00362-008-0153-0"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s00362-008-0153-0'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s00362-008-0153-0'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s00362-008-0153-0'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s00362-008-0153-0'


     

    This table displays all metadata directly associated to this object as RDF triples.

    142 TRIPLES      22 PREDICATES      52 URIs      34 LITERALS      6 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.1007/s00362-008-0153-0 schema:about anzsrc-for:01
    2 anzsrc-for:0104
    3 schema:author N082ad4a2d1424c49bcfb519a11c05554
    4 schema:citation sg:pub.10.1007/1-4020-4415-1
    5 sg:pub.10.1007/978-1-4684-0062-5
    6 sg:pub.10.1007/978-94-011-5532-8_15
    7 sg:pub.10.1007/978-94-011-5532-8_16
    8 sg:pub.10.1007/978-94-017-0061-0_10
    9 sg:pub.10.1007/bf02024507
    10 sg:pub.10.1007/s00010-003-2673-y
    11 sg:pub.10.1007/s00362-006-0336-5
    12 sg:pub.10.1007/s00362-007-0064-5
    13 sg:pub.10.1007/s10687-006-0015-x
    14 schema:datePublished 2008-07-01
    15 schema:datePublishedReg 2008-07-01
    16 schema:description 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.
    17 schema:genre article
    18 schema:inLanguage en
    19 schema:isAccessibleForFree false
    20 schema:isPartOf N2b21e234fef74c2297c9c000315d3824
    21 Ne38e37916b054f4c8f132ce1feb64eff
    22 sg:journal.1051623
    23 schema:keywords applications
    24 axioms
    25 bivariate random vectors
    26 bivariate vector
    27 copula function
    28 example
    29 function
    30 measures
    31 model
    32 possible applications
    33 random variables
    34 random vectors
    35 set
    36 set of axioms
    37 statistical model
    38 variables
    39 vector
    40 schema:name Measures of non-exchangeability for bivariate random vectors
    41 schema:pagination 687-699
    42 schema:productId N892c50f369044ac99fbb69a7bae761de
    43 Ne641977acb9c48199961eb837d8c5d01
    44 schema:sameAs https://app.dimensions.ai/details/publication/pub.1007983374
    45 https://doi.org/10.1007/s00362-008-0153-0
    46 schema:sdDatePublished 2022-05-20T07:24
    47 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    48 schema:sdPublisher N4f5bdc4c51b34defbcfd13f5c1854ba6
    49 schema:url https://doi.org/10.1007/s00362-008-0153-0
    50 sgo:license sg:explorer/license/
    51 sgo:sdDataset articles
    52 rdf:type schema:ScholarlyArticle
    53 N082ad4a2d1424c49bcfb519a11c05554 rdf:first sg:person.013475607471.22
    54 rdf:rest N326d98f90dad4fbd9628e938892cc571
    55 N1608812c1e4c40e28e63295f2ef72a87 rdf:first sg:person.07603035605.17
    56 rdf:rest N6fb9804e31ad4c82a3e0ef89b42125fc
    57 N2b21e234fef74c2297c9c000315d3824 schema:issueNumber 3
    58 rdf:type schema:PublicationIssue
    59 N326d98f90dad4fbd9628e938892cc571 rdf:first sg:person.010620407107.52
    60 rdf:rest N1608812c1e4c40e28e63295f2ef72a87
    61 N4f5bdc4c51b34defbcfd13f5c1854ba6 schema:name Springer Nature - SN SciGraph project
    62 rdf:type schema:Organization
    63 N6fb9804e31ad4c82a3e0ef89b42125fc rdf:first sg:person.015633760405.50
    64 rdf:rest rdf:nil
    65 N892c50f369044ac99fbb69a7bae761de schema:name dimensions_id
    66 schema:value pub.1007983374
    67 rdf:type schema:PropertyValue
    68 Ne38e37916b054f4c8f132ce1feb64eff schema:volumeNumber 51
    69 rdf:type schema:PublicationVolume
    70 Ne641977acb9c48199961eb837d8c5d01 schema:name doi
    71 schema:value 10.1007/s00362-008-0153-0
    72 rdf:type schema:PropertyValue
    73 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
    74 schema:name Mathematical Sciences
    75 rdf:type schema:DefinedTerm
    76 anzsrc-for:0104 schema:inDefinedTermSet anzsrc-for:
    77 schema:name Statistics
    78 rdf:type schema:DefinedTerm
    79 sg:journal.1051623 schema:issn 0932-5026
    80 1613-9798
    81 schema:name Statistical Papers
    82 schema:publisher Springer Nature
    83 rdf:type schema:Periodical
    84 sg:person.010620407107.52 schema:affiliation grid-institutes:grid.9970.7
    85 schema:familyName Klement
    86 schema:givenName Erich Peter
    87 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.010620407107.52
    88 rdf:type schema:Person
    89 sg:person.013475607471.22 schema:affiliation grid-institutes:grid.9970.7
    90 schema:familyName Durante
    91 schema:givenName Fabrizio
    92 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013475607471.22
    93 rdf:type schema:Person
    94 sg:person.015633760405.50 schema:affiliation grid-institutes:grid.28020.38
    95 schema:familyName Úbeda-Flores
    96 schema:givenName Manuel
    97 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015633760405.50
    98 rdf:type schema:Person
    99 sg:person.07603035605.17 schema:affiliation grid-institutes:grid.9906.6
    100 schema:familyName Sempi
    101 schema:givenName Carlo
    102 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07603035605.17
    103 rdf:type schema:Person
    104 sg:pub.10.1007/1-4020-4415-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1002759975
    105 https://doi.org/10.1007/1-4020-4415-1
    106 rdf:type schema:CreativeWork
    107 sg:pub.10.1007/978-1-4684-0062-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1040082019
    108 https://doi.org/10.1007/978-1-4684-0062-5
    109 rdf:type schema:CreativeWork
    110 sg:pub.10.1007/978-94-011-5532-8_15 schema:sameAs https://app.dimensions.ai/details/publication/pub.1021658869
    111 https://doi.org/10.1007/978-94-011-5532-8_15
    112 rdf:type schema:CreativeWork
    113 sg:pub.10.1007/978-94-011-5532-8_16 schema:sameAs https://app.dimensions.ai/details/publication/pub.1017813050
    114 https://doi.org/10.1007/978-94-011-5532-8_16
    115 rdf:type schema:CreativeWork
    116 sg:pub.10.1007/978-94-017-0061-0_10 schema:sameAs https://app.dimensions.ai/details/publication/pub.1044820219
    117 https://doi.org/10.1007/978-94-017-0061-0_10
    118 rdf:type schema:CreativeWork
    119 sg:pub.10.1007/bf02024507 schema:sameAs https://app.dimensions.ai/details/publication/pub.1028793573
    120 https://doi.org/10.1007/bf02024507
    121 rdf:type schema:CreativeWork
    122 sg:pub.10.1007/s00010-003-2673-y schema:sameAs https://app.dimensions.ai/details/publication/pub.1053437886
    123 https://doi.org/10.1007/s00010-003-2673-y
    124 rdf:type schema:CreativeWork
    125 sg:pub.10.1007/s00362-006-0336-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1025977347
    126 https://doi.org/10.1007/s00362-006-0336-5
    127 rdf:type schema:CreativeWork
    128 sg:pub.10.1007/s00362-007-0064-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1033688758
    129 https://doi.org/10.1007/s00362-007-0064-5
    130 rdf:type schema:CreativeWork
    131 sg:pub.10.1007/s10687-006-0015-x schema:sameAs https://app.dimensions.ai/details/publication/pub.1015256266
    132 https://doi.org/10.1007/s10687-006-0015-x
    133 rdf:type schema:CreativeWork
    134 grid-institutes:grid.28020.38 schema:alternateName Departamento de Estadística y Matemática Aplicada, Universidad de Almería, 04120, Almería, Spain
    135 schema:name Departamento de Estadística y Matemática Aplicada, Universidad de Almería, 04120, Almería, Spain
    136 rdf:type schema:Organization
    137 grid-institutes:grid.9906.6 schema:alternateName Dipartimento di Matematica “Ennio De Giorgi”, Università del Salento, 73100, Lecce, Italy
    138 schema:name Dipartimento di Matematica “Ennio De Giorgi”, Università del Salento, 73100, Lecce, Italy
    139 rdf:type schema:Organization
    140 grid-institutes:grid.9970.7 schema:alternateName Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria
    141 schema:name Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria
    142 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...