Maximal asymmetry of bivariate copulas and consequences to measures of dependence
In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their possible extent of dependence quantified by th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2022-08-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2022-0115 |