Name
Abstract | ||
|---|---|---|
The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e.g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the L-infinity-measure of non-exchangeability for copulas belonging to this class. |
Year | Venue | Keywords |
|---|---|---|
2009 | KYBERNETIKA | copulas,exchangeability,positive regression dependence |
Field | DocType | Volume |
Mathematical optimization,Convexity,Copula (linguistics),Upper and lower bounds,Ordinal sum,Pure mathematics,Distribution (mathematics),Asymmetry,Copula theory,Mathematics,Calculus | Journal | 45 |
Issue | ISSN | Citations |
6 | 0023-5954 | 6 |
PageRank | References | Authors |
1.12 | 8 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Pier Luigi Papini | 2 | 45 | 6.99 |