Displaying similar documents to “How non-symmetric can a copula be?”

Quasi-concave copulas, asymmetry and transformations

Elisabetta Alvoni, Pier Luigi Papini (2007)

Commentationes Mathematicae Universitatis Carolinae

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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-copulas with quadratic sections in one variable

José Antonio Rodríguez–Lallena, Manuel Úbeda-Flores (2008)

Kybernetika

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We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.

On quasi-homogeneous copulas

Gaspar Mayor, Radko Mesiar, Joan Torrens (2008)

Kybernetika

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Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.

Defects and transformations of quasi-copulas

Michal Dibala, Susanne Saminger-Platz, Radko Mesiar, Erich Peter Klement (2016)

Kybernetika

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Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one...

Semicopulæ

Fabrizio Durante, Carlo Sempi (2005)

Kybernetika

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We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, t -norm.