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Measures of non-exchangeability for bivariate random vectors
Authors:Fabrizio Durante  Erich Peter Klement  Carlo Sempi  Manuel Úbeda-Flores
Institution:(1) Department of Statistics, University of Klagenfurt, Klagenfurt, Austria
Abstract:We introduce a set of axioms for measures of non-exchangeability for bivariate vectors of continuous and identically distributed random variables and give some examples together with possible applications in statistical models based on the copula function.
Keywords:
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