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PreprintCC BY 4.0arXiv

The relation between non-exchangeability and radial asymmetry of copulas

  • Damjana Kokol Bukovšek
  • Tomaž Košir
  • Blaž Mojškerc
  • Matjaž Omladič
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Abstract

Non-exchangeability and radial asymmetry have got substantial attention in the literature, but relation between the two has not been studied yet. We propose the question: if a copula has a given degree of radial asymmetry, what is the range of possible values of the measure of non-exhangeability. We determine the set of all points whose first coordinate is the radial asymmetry of a copula and the second coordinate is its non-exchangeability. We show that this set is a non-convex hexagon.

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Cite

BibTeXRIS
BibTeX
@misc{bukovsek2026relation,
  title = {{The relation between non-exchangeability and radial asymmetry of copulas}},
  author = {Damjana Kokol Bukovšek and Tomaž Košir and Blaž Mojškerc and Matjaž Omladič},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.16631},
  eprint = {2610.16631},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.16631},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - The relation between non-exchangeability and radial asymmetry of copulas
AU  - Damjana Kokol Bukovšek
AU  - Tomaž Košir
AU  - Blaž Mojškerc
AU  - Matjaž Omladič
PY  - 2026
DA  - 2026/10/12
PB  - arXiv
DO  - 10.48550/arxiv.2610.16631
UR  - https://arxiv.org/abs/2610.16631
AB  - Non-exchangeability and radial asymmetry have got substantial attention in the literature, but relation between the two has not been studied yet. We propose the question: if a copula has a given degree of radial asymmetry, what is the range of possible values of the measure of non-exhangeability. We determine the set of all points whose first coordinate is the radial asymmetry of a copula and the second coordinate is its non-exchangeability. We show that this set is a non-convex hexagon.
ER  -