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Bivariate copulas, norms and non-exchangeability

Bivariate copulas, norms and non-exchangeability AbstractThe present paper is related to the study of asymmetry for copulas by introducing functionals basedon different norms for continuous variables. In particular, we discuss some facts concerning asymmetry andwe point out some flaws occurring in the recent literature dealing with this matter. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

Bivariate copulas, norms and non-exchangeability

Dependence Modeling , Volume 3 (1): 1 – Nov 3, 2015

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Publisher
de Gruyter
Copyright
© 2015 Pier Luigi Papini
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2015-0014
Publisher site
See Article on Publisher Site

Abstract

AbstractThe present paper is related to the study of asymmetry for copulas by introducing functionals basedon different norms for continuous variables. In particular, we discuss some facts concerning asymmetry andwe point out some flaws occurring in the recent literature dealing with this matter.

Journal

Dependence Modelingde Gruyter

Published: Nov 3, 2015

References