Geodesic
How non-symmetric can a copula be?
Commentationes Mathematicae Universitatis Carolinae, Tome 47 (2006) no. 1, pp. 141-148.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

A two-place function measuring the degree of non-symmetry for (quasi-)co\-pu\-las 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.
Classification : 62E10, 62H05
Keywords: copula; quasi-copula; symmetry; opposite diagonal 
@article{CMUC_2006__47_1_a11,
     author = {Klement, Erich Peter and Mesiar, Radko},
     title = {How non-symmetric can a copula be?},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {141--148},
     publisher = {mathdoc},
     volume = {47},
     number = {1},
     year = {2006},
     mrnumber = {2223973},
     zbl = {1150.62027},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_2006__47_1_a11/}
}
TY  - JOUR
AU  - Klement, Erich Peter
AU  - Mesiar, Radko
TI  - How non-symmetric can a copula be?
JO  - Commentationes Mathematicae Universitatis Carolinae
PY  - 2006
SP  - 141
EP  - 148
VL  - 47
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CMUC_2006__47_1_a11/
LA  - en
ID  - CMUC_2006__47_1_a11
ER  - 
%0 Journal Article
%A Klement, Erich Peter
%A Mesiar, Radko
%T How non-symmetric can a copula be?
%J Commentationes Mathematicae Universitatis Carolinae
%D 2006
%P 141-148
%V 47
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CMUC_2006__47_1_a11/
%G en
%F CMUC_2006__47_1_a11
Klement, Erich Peter; Mesiar, Radko. How non-symmetric can a copula be?. Commentationes Mathematicae Universitatis Carolinae, Tome 47 (2006) no. 1, pp. 141-148. http://geodesic.mathdoc.fr/item/CMUC_2006__47_1_a11/