A weakening of Schur-concavity for copulas

Pier-Luigi Papini; Fabrizio Durante

doi:10.1016/j.fss.2007.02.004

A weakening of Schur-concavity for copulas

Pier-Luigi Papini, Fabrizio Durante

Institute for Mathematical Methods in Medicine and Data Based Modeling

Research output: Contribution to journal › Article › peer-review

Abstract

The class of copulas satisfying a new property called weak Schur-concavity is introduced and studied and the relationships of this property with other known notions of concavity are investigated.

Original language	English
Pages (from-to)	1378-1383
Number of pages	6
Journal	Fuzzy Sets and Systems
Volume	158
Issue number	12
DOIs	https://doi.org/10.1016/j.fss.2007.02.004
Publication status	Published - 16 Jun 2007

Fields of science

101029 Mathematical statistics

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10.1016/j.fss.2007.02.004

Cite this

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A weakening of Schur-concavity for copulas

Abstract

Fields of science

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