A revision of Kimberling's results -- with an application to max-infinite divisibility of some Archimedean copulas

DOI10.1016/J.SPL.2010.11.008zbMath1207.60010OpenAlexW2054834207MaRDI QIDQ624999

Paul Ressel

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.11.008

zbMATH Keywords

completely monotone functionArchimedean copulamultivariate distribution functionBernstein functionde Finetti type theoremmax-infinite divisibility

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Positive definite functions on groups, semigroups, etc. (43A35)

Related Items (1)

Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas

Cites Work

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• An introduction to copulas.
• A characterization of Gumbel's family of extreme value distributions
• A probabilistic interpretation of complete monotonicity
• Non-homogeneous de Finetti-type theorems
• Infinite Divisibility of Integer-Valued Random Variables

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