Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Copula-based measures of asymmetry between the lower and upper tail
  probabilities   We propose a copula-based measure of asymmetry between the lower and upper
tail probabilities of bivariate distributions. The proposed measure has a
simple form and possesses some desirable properties as a measure of asymmetry.
The limit of the proposed measure as the index goes to the boundary of its
domain can be expressed in a simple form under certain conditions on copulas. A
sample analogue of the proposed measure for a sample from a copula is presented
and its weak convergence to a Gaussian process is shown. Another sample
analogue of the presented measure, which is based on a sample from a
distribution on $\mathbb{R}^2$, is given. Simple methods for interval
estimation and nonparametric testing based on the two sample analogues are
presented. As an example, the presented measure is applied to daily returns of
S&P500 and Nikkei225.

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The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
19
The categories of this paper are: eess
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
31
The categories of this paper are: ao-sci
2
The categories of this paper are: math
6
The categories of this paper are: astro-ph
32
The categories of this paper are: atom-ph
3
The categories of this paper are: physics
17
The categories of this paper are: q-fin
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
37
The categories of this paper are: supr-con