On copulas and their diagonals
Information Sciences: an International Journal
An Introduction to Copulas
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We give the maximal distance between a copula and itself when the argument is permuted for arbitrary dimension, generalizing a result for dimension two by Nelsen (2007), Klement and Mesiar (2006). Furthermore, we establish a subset of [0,1]^d in which this bound might be attained. For each point in this subset we present a copula and a permutation, for which the distance in this point is maximal. In the process, we see that this subset depends on the dimension being even or odd.