The countermonotonicity copula
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The Countermonotonicity copula is a special copula
characterising perfect negative dependence, in the sense that 
is almost surely a
strictly decreasing function of 
and vice-versa.
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Copula name
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countermonotonicity
copula
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Common notation
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Parameters
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Domain
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Copula
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Kendall’s rank
correlation coefficient
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Coefficient of upper
tail dependence
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Coefficient of lower
tail dependence
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Other comments
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Is the extreme case where dependency is as strongly
“negative” as possible (i.e. achieves the Fréchet lower bound)
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Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “Countermonotonicity
Copula”. For details of other supported probability distributions see here.
NAVIGATION LINKS
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