Exact upper bound for copulas with a given diagonal section

FUZZY SETS AND SYSTEMS(2024)

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摘要
We answer a 15 -year -old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it. We derive a formula for the maximal asymmetry that is simple enough to be used by practitioners.
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关键词
Copula,Diagonal section,Exact upper bound,Asymmetry
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