Measures of tail asymmetry for bivariate copulas
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-012-0457-y.pdf
Reference19 articles.
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2. Dehgani A, Dolati A, Úbeda-Flores M (2011) Measures of radial asymmetry for bivariate random vectors. Stat Papers. doi: 10.1007/s00362-011-0425-y
3. Dielman T, Lowry C, Pfaffenberger R (1994) A comparison of quantile estimators. Commun Stat B 23: 355–371
4. Dobric J, Frahm G, Schmid F (2010) Dependence of stock returns in bull and bear markets. Technical report
5. Durante F, Klement EP, Sempi C, Úbeda-Flores M (2010) Measures of nonexchangeability for bivariate random vectors. Stat Papers 51: 687–699
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