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Using the technique of finding bounds on sets of copulas with particular properties, we compare the distribution of an n-dimensional (n≥3) vector of continuous pairwise independent random variables to the distribution of a similar vector of mutually independent random variables. We examine the...
Persistent link: https://www.econbiz.de/10011039920
This article considers the problem of measuring radial asymmetry of a bivariate vector of continuous random variables whose components are symmetric about the center of symmetry. We introduce a set of axioms for measures of radial asymmetry, define new measures satisfying the axiomatic, study...
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