Extreme directed dependence concepts are equivalent to independence, uncorrelatedness, concordance balance, comonotonicity, or an ordinal sum structure of the Markov product (Y,Y').
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A dimension reduction for extreme types of directed dependence
Extreme directed dependence concepts are equivalent to independence, uncorrelatedness, concordance balance, comonotonicity, or an ordinal sum structure of the Markov product (Y,Y').