Title: Maximum asymmetry of copulas revisited
Authors: Noppadon Kamnitui - University of Salzburg (Austria) [presenting]
Juan Fernandez Sanchez - Universidad de Almeria (Spain)
Wolfgang Trutschnig - University of Salzburg (Austria)
Abstract: Motivated by the nice characterization of copulas $A$ for which $d_\infty(A,A^t)$ is maximal, we study maximum asymmetry with respect to the conditioning-based metric $D_1$. Despite the fact that $D_1(A,A^t)$ is generally not straightforward to calculate, it is possible to provide both, a characterization and a handy representation of all copulas $A$ maximizing $D_1(A,A^t)$. This representation is then used to prove the existence of copulas with full support maximizing $D_1(A,A^t)$. A comparison of $D_1$- and $d_\infty$-asymmetry including some surprising examples is provided.