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We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.
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Summary Though there is a huge variety of different Tchebycheff-type inequalities in the literature a systematised structuring is missing. The few existing surveys remain rather enumerative. Therefore in this paper a structuring of Tchebycheff-type inequalities is suggested which is based on...
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solution of the identification problem. Such a solution is presented here, assuming symmetry. Second, a model is presented with …
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This paper investigates the problem of testing for the symmetry of linear time series driven by asymmetric innovations …. In particular, we examine the performance of alternative symmetry tests when innovations are fat tailed. Among the tests …
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