Bivariate copulas, norms and non-exchangeability

Papini Pier Luigi
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Papini Pier Luigi: Via Martucci, 19, 40136 Bologna, Italy

Dependence Modeling, 2015, vol. 3, issue 1, 7

Abstract: 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.

Keywords: Copulas; Asymmetry; Measure of nonexchangeability; 60E05; 60G09; secondary 62H20; Copulas; Asymmetry; Measure of nonexchangeability; 60E05; 60G09; secondary 62H20 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:3:y:2015:i:1:p:7:n:14

DOI: 10.1515/demo-2015-0014

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