Asymmetry of copulas with a given opposite diagonal section

DOI10.1016/J.FSS.2025.109496MaRDI QIDQ6904353zbMATH OpenFDO

Authors Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar

Publication date 7 November 2025

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2025.109496

zbMATH Keywords

asymmetrycopuladistributionopposite diagonal section

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• An introduction to copulas.
• Characterization of copulas with given diagonal and opposite diagonal sections
• Copulas with given values on a horizontal and a vertical section
• Exact upper bound for copulas with a given diagonal section
• Extension to copulas and quasi-copulas as special 1-Lipschitz aggregation operators.
• Extremes of nonexchangeability
• How non-symmetric can a copula be?
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• Measure theory
• Multivariate copulas with given values at two arbitrary points
• Non-exchangeability of copulas arising from shock models
• On a new partial order on bivariate distributions and on constrained bounds of their copulas
• On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
• Principles of copula theory
• Relation between non-exchangeability and measures of concordance of copulas

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