Geodesic
Componentwise concave copulas and their asymmetry
Kybernetika, Tome 45 (2009) no. 6, pp. 1003-1011

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 $L^{\infty}$-measure of non-exchangeability for copulas belonging to this class.
Classification : 60E05, 60G09, 62H05, 62H20
Keywords: copulas; exchangeability; positive regression dependence 
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     author = {Durante, Fabrizio and Papini, Pier Luigi},
     title = {Componentwise concave copulas and their asymmetry},
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     number = {6},
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     zbl = {1191.62095},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2009__45_6_a8/}
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Durante, Fabrizio; Papini, Pier Luigi. Componentwise concave copulas and their asymmetry. Kybernetika, Tome 45 (2009) no. 6, pp. 1003-1011. http://geodesic.mathdoc.fr/item/KYB_2009__45_6_a8/