Extremes of nonexchangeability

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Copulas: A Review and Recent Developments (2006, background): “Nelsen [99] studies non-exchangeability and proposes a non-exchangeability measure for the case of identically distributed margins.”
Fitting bivariate copulas to the dependence structure between storm characteristics: A detailed analysis based on 105 year 10 min rainfall (2010, methodology): “One measure for the nonexchangeability of a bivariate sample is given by [Durante et al., 2009; Nelsen, 2007 ]”
Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009, background): “Constructions of non symmetric copulas are of particular relevance in view of possible application for building asymmetric models (see Durante et al., 2008a; Klement and Mesiar, 2006; Nelsen, 2007).”