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AuthorHarder, Michaeldc.contributor.author
Date of accession2016-07-08T10:20:55Zdc.date.accessioned
Available in OPARU since2016-07-08T10:20:55Zdc.date.available
Year of creation2016dc.date.created
Date of first publication2016-07-08dc.date.issued
AbstractWhen studying the dependence structure of multivariate random vectors, the copula is crucial. A copula is called exchangeable, if it is invariant under any permutation of its arguments. In this thesis, a limit for the absolute distance between a copula and a version of itself with permuted arguments is derived. Furthermore, nonparametric test procedures for testing the hypothesis of exchangeability of a given sample of multivariate data are discussed as well as their asymptotic behavior.dc.description.abstract
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
LicenseCC0 1.0 Universaldc.rights
Link to license texthttp://creativecommons.org/publicdomain/zero/1.0/dc.rights.uri
KeywordCopuladc.subject
KeywordExchangeabilitydc.subject
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
LCSHSymmetrydc.subject.lcsh
LCSHCopulas (Mathematical statistics)dc.subject.lcsh
TitleExchangeability of copulasdc.title
Resource typeDissertationdc.type
Date of acceptance2016-06-07dcterms.dateAccepted
RefereeStadtmüller, Ulrichdc.contributor.referee
RefereeStelzer, Robertdc.contributor.referee
DOIhttp://dx.doi.org/10.18725/OPARU-4034dc.identifier.doi
PPN864300638dc.identifier.ppn
URNhttp://nbn-resolving.de/urn:nbn:de:bsz:289-oparu-4073-9dc.identifier.urn
GNDAustauschbarkeitdc.subject.gnd
GNDSymmetriedc.subject.gnd
GNDVerteilungsfunktiondc.subject.gnd
GNDKopula <Mathematik>dc.subject.gnd
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Zahlentheorie und Wahrscheinlichkeitstheorieuulm.affiliationSpecific
InstitutionInstitut für Finanzmathematikuulm.affiliationSpecific
Shelfmark print versionW: W-H 14.773uulm.shelfmark
Grantor of degreeFakultät für Mathematik und Wirtschaftswissenschaftenuulm.thesisGrantor
DCMI TypeTextuulm.typeDCMI
TypeErstveröffentlichunguulm.veroeffentlichung
CategoryPublikationenuulm.category


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CC0 1.0 Universal
Except where otherwise noted, this item's license is described as CC0 1.0 Universal