Volume 9, Issue 2 (11-2014)                   IJMSI 2014, 9(2): 87-100 | Back to browse issues page

‎ 10.7508/ijmsi.2014.02.008

XML Print

Some Results on Convexity and Concavity of Multivariate Copulas
A. Dolati , A. Dehgan Nezhad
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.
Full-Text [PDF 330 kb]      
Type of Study: Research paper | Subject: General
Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.