We introduce a set of axioms for measures of non--exchan\-geabi\-lity 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.
Measure of non-echangeability for bivariate random vectors
DURANTE, FABRIZIO;SEMPI, Carlo;
2010-01-01
Abstract
We introduce a set of axioms for measures of non--exchan\-geabi\-lity 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.File in questo prodotto:
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