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Quasi-concave copulas, asymmetry and transformations

Elisabetta AlvoniPier Luigi Papini — 2007

Commentationes Mathematicae Universitatis Carolinae

In this paper we consider a class of copulas, called quasi-concave; we compare them with other classes of copulas and we study conditions implying symmetry for them. Recently, a measure of asymmetry for copulas has been introduced and the maximum degree of asymmetry for them in this sense has been computed: see Nelsen R.B., , Statist. Papers (2007), 329–336; Klement E.P., Mesiar R., ?, Comment. Math. Univ. Carolin. (2006), 141–148. Here we compute the maximum degree of asymmetry that quasi-concave...

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