We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it.
翻译:我们通过给出一个显式公式,解答了一个悬置15年之久的关于具有给定对角线截面的二元连接函数精确上界的开放问题。作为应用,我们确定了具有给定对角线截面的二元连接函数的最大非对称性,并构造了一个达到该极值的连接函数。