Abstract:A two-place function measuring the degree of non-symmetry for (quasi-)copulas is considered. We construct copulas which are maximally non-symmetric on certain subsets of the unit square. It is shown that there is no copula (and no quasi-copula) which is maximally non-symmetric on the whole unit square.
Keywords: copula, quasi-copula, symmetry, opposite diagonal
AMS Subject Classification: Primary 62H05; Secondary 62E10