A simple expression is presented that is equivalent to the norm of the $L_v^p \to L_u^q$ embedding of the cone of quasi-concave functions in the case 0 < q < p < ∞ ...
An exhaustive and nondegenerate cone splitting process is defined and an algorithm stated for minimizing a quasi-concave function on a bounded convex polytope described by a system of linear ...
Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...