Some Results on Convexity and Concavity of Multivariate Copulas
Author/Authors :
Dolati، Ali نويسنده Department of Mathematics, Yazd University, 89195–741, Yazd, Iran. , , Dehgan Nezhad ، Akbar نويسنده Department of Mathematics, Yazd University, 89195–741, Yazd, Iran. ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2014
Pages :
14
From page :
87
To page :
100
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.
Journal title :
Iranian Journal of Mathematical Sciences and Informatics (IJMSI)
Serial Year :
2014
Journal title :
Iranian Journal of Mathematical Sciences and Informatics (IJMSI)
