Some Results on Convexity and Concavity of Multivariate Copulas

Author(s):

A. Dolati , A. Dehgan Nezhad

Message:
Abstract:
This paper provides some results on different types of convexity and concavity in the class of multivariate copulas. We also study their properties and provide several examples to illustrate our results.
Keywords:

Componentwise concavity , Copula , Quasi , concavity Schur , concavity

Language:
English
Published:
Iranian Journal of Mathematical Sciences and Informatics, Volume:9 Issue: 2, Nov 2014
Pages:
87 to 100
https://www.magiran.com/p1329596