Asymmetry of copulas with a given opposite diagonal section

Kokol-Bukovšek, Damjana (author), Mojškerc, Blaž (author), Stopar, Nik (author)

In this paper we investigate bivariate copulas with a given opposite diagonal section. We determine the exact lower bound for all such copulas and derive an explicit formula for the maximal asymmetry for copulas with a given opposite diagonal section. As a special case, we consider the situation when the opposite diagonal section is symmetric and unimodal, which is true in many applications. To obtain our results, we also calculate the maximal asymmetry of all distributions with fixed marginals, which is an interesting result by itself.

• Language: English
• Keywords: mathematical statistics, mathematical analysis, mathematical methods, copulas, opposite diagonal section, asymmetry, distribution
• Work type: Article
• Typology: 1.01 - Original Scientific Article
• Organization: EF - School of Economics and Business; FGG - Faculty of Civil and Geodetic Engineering; FMF - Faculty of Mathematics and Physics
• Publication status: Published
• Publication version: Version of Record
• Year: 2025
• Number of pages: 28 str.
• Numbering: Vol. 518, art. 109496
• PID: 20.500.12556/RUL-175452
• UDC: 519.2
• ISSN on article: 0165-0114
• DOI: 10.1016/j.fss.2025.109496
• COBISS.SI-ID: 238821891
• Publication date in RUL: 28.10.2025

Record is a part of a journal

• Title: Fuzzy sets and systems
• Shortened title: Fuzzy sets syst.
• Publisher: Elsevier
• ISSN: 0165-0114
• COBISS.SI-ID: 25498624

Licences

• License: CC BY 4.0, Creative Commons Attribution 4.0 International
• Link: http://creativecommons.org/licenses/by/4.0/
• Description: This is the standard Creative Commons license that gives others maximum freedom to do what they want with the work as long as they credit the author.

Secondary language

• Language: Slovenian
• Keywords: matematična statistika, matematična analiza, matematične metode, kopule

Projects

• Funder: ARIS - Slovenian Research and Innovation Agency
• Project number: P1-0222
• Name: Algebra, teorija operatorjev in finančna matematika

• Funder: ARIS - Slovenian Research and Innovation Agency
• Project number: J1-50002
• Name: Realna algebraična geometrija v matričnih spremenljivkah