How non-symmetric can a copula be?
Erich Peter Klement; Radko Mesiar
Commentationes Mathematicae Universitatis Carolinae (2006)
- Volume: 47, Issue: 1, page 141-148
- ISSN: 0010-2628
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topKlement, Erich Peter, and Mesiar, Radko. "How non-symmetric can a copula be?." Commentationes Mathematicae Universitatis Carolinae 47.1 (2006): 141-148. <http://eudml.org/doc/249851>.
@article{Klement2006,
abstract = {A two-place function measuring the degree of non-symmetry for (quasi-)copulas is considered. We construct copulas which are maximally non-symmetric on certain subsets of the unit square. It is shown that there is no copula (and no quasi-copula) which is maximally non-symmetric on the whole unit square.},
author = {Klement, Erich Peter, Mesiar, Radko},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {copula; quasi-copula; symmetry; opposite diagonal; quasi-copula; symmetry; opposite diagonal},
language = {eng},
number = {1},
pages = {141-148},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {How non-symmetric can a copula be?},
url = {http://eudml.org/doc/249851},
volume = {47},
year = {2006},
}
TY - JOUR
AU - Klement, Erich Peter
AU - Mesiar, Radko
TI - How non-symmetric can a copula be?
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 2006
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 47
IS - 1
SP - 141
EP - 148
AB - A two-place function measuring the degree of non-symmetry for (quasi-)copulas is considered. We construct copulas which are maximally non-symmetric on certain subsets of the unit square. It is shown that there is no copula (and no quasi-copula) which is maximally non-symmetric on the whole unit square.
LA - eng
KW - copula; quasi-copula; symmetry; opposite diagonal; quasi-copula; symmetry; opposite diagonal
UR - http://eudml.org/doc/249851
ER -
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Citations in EuDML Documents
top- Elisabetta Alvoni, Pier Luigi Papini, Quasi-concave copulas, asymmetry and transformations
- Bernard De Baets, Hans De Meyer, Radko Mesiar, Asymmetric semilinear copulas
- José M. González-Barrios, Statistical aspects of associativity for copulas
- Pier Luigi Papini, Bivariate copulas, norms and non-exchangeability
- Fabrizio Durante, Pier Luigi Papini, Componentwise concave copulas and their asymmetry
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