Jonathan Ansari

Copulas farthest from independence in quadratic Wasserstein distance

Let $\Pi$ denote the independence copula and $M,W$ the upper and lower Fr\'echet--Hoeffding copulas. Catalano and Lavenant (2025) conjectured that $M$ and $W$ maximize the quadratic Wasserstein distance from $\Pi$ among all bivariate copulas. We prove this conjecture and characterize all equality cases: $\mathcal W_2^2...