How non-symmetric can a copula be?

Erich Peter Klement; Radko Mesiar

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.