The paper shows symmetrization preserves Spearman's rho while annihilating non-exchangeability measures, proves Blomqvist's beta is uninformative about asymmetry, establishes the sharp bound sigma(C) >= 6 mu_1(C), and gives closed forms for the maximally non-exchangeable family.
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Concordance, symmetrization and non-exchangeability for bivariate copulas
The paper shows symmetrization preserves Spearman's rho while annihilating non-exchangeability measures, proves Blomqvist's beta is uninformative about asymmetry, establishes the sharp bound sigma(C) >= 6 mu_1(C), and gives closed forms for the maximally non-exchangeable family.