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Copula-based measures of asymmetry between the lower and upper tail probabilities
We propose a copula-based measure of asymmetry between the lower and upper tail probabilities of bivariate distributions. The proposed measure has a simple form and possesses some desirable properties as a measure of asymmetry. The limit of the proposed measure as the index goes to the boundary of i...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8898571/ https://www.ncbi.nlm.nih.gov/pubmed/35283558 http://dx.doi.org/10.1007/s00362-022-01297-w |