Non-exchangeability of negatively dependent random variables

被引：8

作者：

Durante, Fabrizio ^{[1
]}

Papini, Pier Luigi ^{[2
]}

机构：

[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria

[2] Univ Bologna, Dipartimento Matemat, I-40126 Bologna, Italy

来源：

METRIKA | 2010年 / 71卷 / 02期

关键词：

Copulas; Dependence concepts; Exchangeability; COPULAS;

D O I：

10.1007/s00184-008-0207-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We compute the measure of non-exchangeability (with respect to the L (a)-norm) for a pair of identically distributed continuous random variables that satisfy some negative dependence property, namely quadrant dependence or stochastic decreasingness.

引用

页码：139 / 149

页数：11

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