Harder, Michael; Stadtmüller, Ulrich - In: Journal of Multivariate Analysis 124 (2014) C, pp. 31-41
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...