0343175 20240111140739.820100521235959.9 000278242800015 10.1016/j.jmaa.2010.04.005 L-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas 6 s. www cav_un_epca*02570170022-247XJournal of Mathematical Analysis and Applications1803 (2010)610-165Elsevier copula extreme value copula tail dependence cav_un_auth*0213278 Durante F. IT cav_un_auth*0101163 Mesiar Radko Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. pdf http://library.utia.cas.cz/separaty/2010/E/mesiar-l-infty-measure of non-exchangeability for bivariate extreme value and archimax copulas.pdf CEZ:AV0Z10750506 In the class of bivariate extreme value copulas, the maximal infty-degree of non-exchangeability is calculated and copulas attaining this extremal asymmetry are introduced. Similar considerations are done for extreme value copulas with a fixed upper tail dependence, and for Archimax copulas. 2011 BA http://hdl.handle.net/11104/0185709 MATHEMATICS|MATHEMATICSAPPLIED 1.345 0.22 7.6 0.06679 0.718 15826 759 1.419 Q1 63.612 81.782 Q2 Q1 2010 000278242800015 WOS pdf cav_un_epca*0257017 Journal of Mathematical Analysis and Applications 0022-247X 1096-0813 Roč. 180 č. 3 2010 610 165 Elsevier