Kybernetika 50 no. 1, 109-125, 2014

Bivariate copulas: Transformations, asymmetry and measures of concordance

Sebastian Fuchs and Klaus D. SchmidtDOI: 10.14736/kyb-2014-1-0109


The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every measure of concordance is equal to zero. The group also contains a subgroup which is of particular interest since its four elements preserve symmetry, the order between two copulas and the value of every measure of concordance.


asymmetry, bivariate copulas, transformations, measures of concordance


60E05, 62E10, 62H20, 20C99


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