Geodesic
Extreme distribution functions of copulas
Kybernetika, Tome 44 (2008) no. 6, pp. 817-825.

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In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.
Classification : 60E05, 60E15, 60G70, 62E10, 62H05, 62H10
Keywords: copula; diagonal section; distribution function; Lipschitz condition; opposite diagonal section; ordering; Spearman’s footrule 
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     author = {\'Ubeda-Flores, Manuel},
     title = {Extreme distribution functions of copulas},
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     zbl = {1196.62060},
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     url = {http://geodesic.mathdoc.fr/item/KYB_2008__44_6_a6/}
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Úbeda-Flores, Manuel. Extreme distribution functions of copulas. Kybernetika, Tome 44 (2008) no. 6, pp. 817-825. http://geodesic.mathdoc.fr/item/KYB_2008__44_6_a6/