Aspects of Conditional Symmetry and Asymmetry of Copulas
Publish place: Iranian Journal of Fuzzy Systems، Vol: 21، Issue: 6
Publish Year: 1403
Type: Journal paper
Language: English
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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.
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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
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