Exact upper bound for copulas with a given diagonal section

08/04/2023

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by   Damjana Kokol Bukovšek, et al.

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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.