4.7 Article

On degrees of asymmetry of a copula with respect to a track

Journal

FUZZY SETS AND SYSTEMS
Volume 354, Issue -, Pages 104-115

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/j.fss.2018.06.009

Keywords

1-Lipschitz; Copula; Degree of asymmetry; Section; Track

Funding

  1. Ministerio de Economia y Competitividad (Spain) [MTM2014-60594-P]
  2. FEDER

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In this paper, we provide lower and upper bounds on the degree of asymmetry of a copula with respect to a track-a continuous and strictly increasing curve in the unit square-, generalizing the problem with respect to the main diagonal. We also study an average asymmetry in sections for given tracks. Finally, we also give an asymmetry map with respect to the opposite diagonal. (C) 2018 Elsevier B.V. All rights reserved.

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