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

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Dolati A, Dehgan Nezhad A. Some Results on Convexity and Concavity of Multivariate Copulas. IJMSI 2014; 9 (2) :87-100
URL: http://ijmsi.ir/article-1-644-en.html
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.
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Type of Study: Research paper | Subject: General
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