15 papers
Concordance, symmetrization and non-exchangeability for bivariate copulas
Ãvaro RodrÃguez-GarcÃa, Manuel Ãbeda-Flores
We study the relationship between measures of non-exchangeability (), in the sense of Durante et al. (2010), and classical dependence functionals for bivari…
New Baire category results for stochastic orders on bivariate copulas
MarÃa del Rosario RodrÃguez-Griñolo, Manuel Ãbeda-Flores
In the sense of Baire categories, we prove that the set of pairs of bivariate copulas that are comparable -- in either direction -- under the increasing convex order is nowhere den…
Characterizing Schur-concave commutative copulas as the closure of associative ones
Manuel Ãbeda-Flores
Let denote the class of associative copulas, and let be the closure, in the uniform metric , of the convex hull of $\mathcal{C}…
Quantitative analysis of non-exchangeability in bivariate copulas: Sharp bounds, statistical tests and mixing constructions
Manuel Ãbeda-Flores
This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic f…
The W-footrule coefficient: A copula-based measure of countermonotonicity
Enrique de Amo, David GarcÃa-Fernández, Manuel Ãbeda-Flores
We introduce the -footrule coefficient , a copula-based coefficient of negative association defined as the -distance to the countermonotonic copula . We prove that…
Convex lineability in copula and quasi-copula sets
Enrique de Amo, Juan Fernández-Sánchez, David GarcÃa-Fernández +1
In this paper, we investigate several subsets of -copulas and -quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceabi…