| Title:
|
How non-symmetric can a copula be? (English) |
| Author:
|
Klement, Erich Peter |
| Author:
|
Mesiar, Radko |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
47 |
| Issue:
|
1 |
| Year:
|
2006 |
| Pages:
|
141-148 |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
copula |
| Keyword:
|
quasi-copula |
| Keyword:
|
symmetry |
| Keyword:
|
opposite diagonal |
| MSC:
|
62E10 |
| MSC:
|
62H05 |
| idZBL:
|
Zbl 1150.62027 |
| idMR:
|
MR2223973 |
| . |
| Date available:
|
2009-05-05T16:56:12Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/119580 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
|
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| . |
