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Bivariate copulas, norms and non-exchangeability

Pier Luigi Papini — 2015

Dependence Modeling

The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.

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...

Componentwise concave copulas and their asymmetry

Fabrizio DurantePier Luigi Papini — 2009

Kybernetika

The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e.g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the L -measure of non-exchangeability for copulas belonging to this class.

On Kottman's constants in Banach spaces

Jesús M. F. CastilloPier Luigi Papini — 2011

Banach Center Publications

This paper deals with a few, not widely known, aspects of Kottman's constant of a Banach space and its symmetric and finite variations. We will consider their behaviour under ultrapowers, relations with other parameters such as Whitley's or James' constant, and connection with the extension of c₀-valued Lipschitz maps.

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