Different Types of Convexity and Concavity for Copulas
نویسندگان
چکیده
We present different notions of convexity and concavity for copulas and we study the relationships among them.
منابع مشابه
Some Results on Convexity and Concavity of Multivariate Copulas
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.
متن کاملComponentwise Concave Copulas and Their Asymmetry
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 ∞-measure of non-exchangeability for copulas belonging to this class.
متن کاملConvexity and Complementarity in Network Formation: Implications for the Structure of Pairwise Stable Networks
This paper studies the properties of convexity (concavity) and strategic complements (substitutes) in network formation and the implications for the structure of pairwise stable networks. First, different definitions of convexity (concavity) in own links from the literature are put into the context of diminishing marginal utility of own links. Second, it is shown that there always exists a pair...
متن کاملIndices, Convexity and Concavity of Calderón-lozanovskii Spaces
In this article we discuss lattice convexity and concavity of Calderón-Lozanovskii space Eφ , generated by a quasi-Banach space E and an increasing Orlicz function φ. We give estimations of convexity and concavity indices of Eφ in terms of Matuszewska-Orlicz indices of φ as well as convexity and concavity indices of E. In the case when Eφ is a rearrangement invariant space we also provide some ...
متن کاملConvexity of chance constrained programming problems with respect to a new generalized concavity notion
In this paper, convexity of chance constrained problems have been investigated. A new generalization of convexity concept, named h-concavity, has been introduced and it has been shown that this new concept is the generalization of the α-concavity. Then, using the new concept, some of the previous results obtained by Shapiro et al. [in Lecture Notes on Stochastic Programming Modeling and Theory,...
متن کامل