| Title: | Asymmetry of copulas with a given opposite diagonal section |
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| Authors: | ID Kokol-Bukovšek, Damjana (Author)
ID Mojškerc, Blaž (Author)
ID Stopar, Nik (Author) |
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| Files: |  PDF - Presentation file, download (2,80 MB)
MD5: AF30BEA5F108B4EB5DCE79FBA625A51E
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011425002350
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | 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. |
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| Keywords: | mathematical statistics, mathematical analysis, mathematical methods, copulas, opposite diagonal section, asymmetry, distribution |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.10.2025 |
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| Year of publishing: | 2025 |
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| Number of pages: | 28 str. |
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| Numbering: | Vol. 518, article no. 109496 |
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| PID: | 20.500.12556/DiRROS-23965  |
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| UDC: | 519.2 |
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| ISSN on article: | 0165-0114 |
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| DOI: | 10.1016/j.fss.2025.109496 |
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| COBISS.SI-ID: | 238821891 |
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| Publication date in DiRROS: | 28.10.2025 |
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| Views: | 189 |
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| Downloads: | 111 |
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| Metadata: |    |
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