An investigation is presented of how a comprehensive choice of five most important measures of concordance (namely Spearman's rho, Kendall's tau, Spearman's footrule, Gini's gamma, and Blomqvist's beta  ) relate to non-exchangeability, i.e., asymmetry on copulas. Besides these results, the method proposed also seems to be new and may serve as a raw model for exploration of the relationship between a specific property of a copula and some of its measures of dependence structure, or perhaps the relationship between various measures of dependence structure themselves . In order to simplify the view on this method and provide a more conceptual interpretation a formulation is proposed borrowed from the imprecise probability setting which has been made possible for a standard probability method due to some recent discoveries .
An investigation is presented of how a comprehensive choice of five most important measures of concordance (namely Spearman's rho, Kendall's tau, Gini's gamma, Blomqvist's beta , and their weaker counterpart Spearman's footrule ) relate to non-exchangeability, i.e., asymmetry on copulas. Besides these results, the method proposed also seems to be new and may serve as a raw model for exploration of the relationship between a specific property of a copula and some of its measures of dependence structure, or perhaps the relationship between various measures of dependence structure themselves .
D
Spearman's footrule,
D
and
A
, and their weaker counterpart Spearman's footrule
D
. In order to simplify the view on this method and provide a more conceptual interpretation a formulation is proposed borrowed from the imprecise probability setting which has been made possible for a standard probability method due to some recent discoveries