سیویلیکا را در شبکه های اجتماعی دنبال نمایید.

Aspects of Conditional Symmetry and Asymmetry of Copulas

Publish Year: 1403
Type: Journal paper
Language: English
View: 83

This Paper With 13 Page And PDF Format Ready To Download

Export:

Link to this Paper:

Document National Code:

JR_IJFS-21-6_001

Index date: 11 December 2024

Aspects of Conditional Symmetry and Asymmetry of Copulas abstract

‎‎The assumption of conditional symmetry‎, ‎which implies that the distribution of one random variable given another random variable has a symmetric form‎, ‎plays a crucial role in various probability and statistics problems‎. ‎This study examines copula properties related to the conditional symmetry/asymmetry of two random variables‎. ‎We investigate the possibility of ordering copulas based on their level of conditional asymmetry‎, ‎similar to the concordance ordering for dependence‎. ‎To quantify the degree of conditional asymmetry of a copula‎, ‎we introduce measures that are monotonic for the proposed ordering‎. ‎The characteristics of the proposed order and measures are elaborated upon‎. ‎Several examples are included to demonstrate the results‎. ‎

Aspects of Conditional Symmetry and Asymmetry of Copulas Keywords:

Aspects of Conditional Symmetry and Asymmetry of Copulas authors

Ali Dolati

Department of Statistics, Yazd University

Elham Mokhtari

Department of Statistics, Yazd University

Ali Dastbaravarde

Department of Statistics, Yazd University

مراجع و منابع این Paper:

لیست زیر مراجع و منابع استفاده شده در این Paper را نمایش می دهد. این مراجع به صورت کاملا ماشینی و بر اساس هوش مصنوعی استخراج شده اند و لذا ممکن است دارای اشکالاتی باشند که به مرور زمان دقت استخراج این محتوا افزایش می یابد. مراجعی که مقالات مربوط به آنها در سیویلیکا نمایه شده و پیدا شده اند، به خود Paper لینک شده اند :
A. Alikhani-Vafa, A. Dolati, A measure of radial asymmetry for ...
C. Amblard, S. Girard, Symmetry and dependence properties within a ...
J. Bai, S. Ng, A consistent test for conditional symmetry ...
T. Chen, G. Tripathi, A simple consistent test of conditional ...
U. Cherubini, S. Mulinacci, F. Gobbi, S. Romagnoli, Dynamic copula ...
M. A. Delgado, X. Song, Nonparametric tests for conditional symmetry, ...
A. Dolati, A. Alikhani-Vafa, A copula-based index to measure directional ...
F. Durante, E. P. Klement, C. Sempi, M. ´Ubeda-Flores, Measures ...
M. Esfahani, M. Amini, G. R. Mohtashami-Borzadaran, A. Dolati, A ...
Y. Gai, X. Zhu, J. Zhang, Testing symmetry of model ...
C. Genest, J. G. Ne˘slehov´a, On tests of radial symmetry ...
C. Genest, J. G. Ne˘slehov´a, L. F. Quessy, Tests of ...
H. Joe, Dependence modeling with copulas, CRC Press, ۲۰۱۴ ...
P. Krupskii, Copula-based measures of refection and permutation asymmetry and ...
E. Mokhtari, A. Dolati, A. Dastbaravarde, Copula-based measures and tests ...
R. B. Nelsen, Some concepts of bivariate symmetry, Journal of ...
R. B. Nelsen, An introduction to copulas, Second Edition, Springer, ...
R. B. Nelsen, Extremes of non-exchangeability, Statistical Papers, ۴۸(۲) (۲۰۰۷), ...
J. F. Rosco, H. Joe, Measures of tail asymmetry for ...
M. Scarsini, On measures of concordance, Stochastica, ۸ (۱۹۸۴), ۲۰۱-۲۱۸. ...
B. Schweizer, E. F. Wolff, On nonparametric measures of dependence ...
K. F. Siburg, K. Stehling, P. A. Stoimenov, G. N. ...
A. Sklar, Functions de r´epartition `a n dimensions et leurs ...
J. X. Zheng, Consistent specification testing for conditional symmetry, Econometric ...
نمایش کامل مراجع