A characterization of absolutely monotonic (Δ) functions

DOI10.2298/PIM0578093MzbMath1119.26013MaRDI QIDQ5308747

Unnamed Author

Publication date: 8 October 2007

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127861

zbMATH Keywords

copulaabsolutely monotonic functiontotally increasing function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Convexity of real functions in one variable, generalizations (26A51) Monotonic functions, generalizations (26A48)

Related Items (5)

Copulas, stable tail dependence functions, and multivariate monotonicity ⋮ Inference for Archimax copulas ⋮ Multivariate Archimax copulas ⋮ Semi-copulas, capacities and families of level sets ⋮ Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas

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