Bivariate copulas, norms and non-exchangeability
Pier Luigi Papini
Dependence Modeling, Tome 3 (2015), / Harvested from The Polish Digital Mathematics Library
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The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.

Publié le : 2015-01-01
EUDML-ID : urn:eudml:doc:275866 
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     author = {Pier Luigi Papini},
     title = {Bivariate copulas, norms and non-exchangeability},
     journal = {Dependence Modeling},
     volume = {3},
     year = {2015},
     zbl = {06534022},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_demo-2015-0014}
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Pier Luigi Papini. Bivariate copulas, norms and non-exchangeability. Dependence Modeling, Tome 3 (2015) . http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_demo-2015-0014/

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