Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions |
scientific article |
Statements
Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (English)
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19 August 2009
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d-monotone function
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dependence ordering
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frailty model
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\(\ell_1\)-norm symmetric distribution
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Laplace transform
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stochastic simulation
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Williamson d-transform
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