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