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Measures of non-exchangeability for bivariate random vectors

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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.

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Authors and Affiliations

  1. Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria

    Fabrizio Durante & Erich Peter Klement

  2. Dipartimento di Matematica “Ennio De Giorgi”, Università del Salento, 73100, Lecce, Italy

    Carlo Sempi

  3. Departamento de Estadística y Matemática Aplicada, Universidad de Almería, 04120, Almería, Spain

    Manuel Úbeda-Flores

Authors
  1. Fabrizio Durante
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  2. Erich Peter Klement
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  3. Carlo Sempi
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  4. Manuel Úbeda-Flores
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Correspondence to Fabrizio Durante.

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Durante, F., Klement, E.P., Sempi, C. et al. Measures of non-exchangeability for bivariate random vectors. Stat Papers 51, 687–699 (2010). https://doi.org/10.1007/s00362-008-0153-0

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