A weakening of Schur-concavity for copulas

Authors:
Fabrizio Durante;Pier Luigi Papini
Affiliations:
Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, A-4040 Linz, Austria;Università di Bologna, Dipartimento di Matematica, Piazza Porta S. Donato 5, 40126 Bologna, Italy
Venue:
Fuzzy Sets and Systems
Year:
2007

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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.