QUASI-CONCAVITY PROPERTY OF MULTIVARIATE DISTRIBUTION FUNCTIONS

Luisa Tibiletti

Abstract


Conditions under which multivariate distribution functions are quasi-concave, are explored. We prove that many elliptically contoured distributions have quasi-concave distribution functions. By some characterisations of the copula, further classes are provided. A few probability inequalities are also suggested.


Keywords


Ellipticallv contoured distributions, Archimedean copula, quasi-concavity conditions.

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Copyright (c) 1995 Franco Eugeni

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Ratio Mathematica - Journal of Mathematics, Statistics, and Applications. ISSN 1592-7415; e-ISSN 2282-8214.