Higher order monotonic functions of several variables

DOI10.1007/s11117-013-0244-6zbMath1307.26010OpenAlexW2027793746MaRDI QIDQ743450

Paul Ressel

Publication date: 24 September 2014

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-013-0244-6

zbMATH Keywords

multivariate distribution function\(n\)-monotone functionabsolutely monotone functionBauer simplexhigher order monotonic function

Mathematics Subject Classification ID

Monotonic functions, generalizations (26A48) Convex sets in topological linear spaces; Choquet theory (46A55)

Related Items (8)

Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case ⋮ Copulas, stable tail dependence functions, and multivariate monotonicity ⋮ Functions operating on several multivariate distribution functions ⋮ Partially Schur-constant models ⋮ A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas ⋮ Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant ⋮ On partially Schur-constant models and their associated copulas ⋮ On the compounding of higher order monotonic pseudo-Boolean functions

Cites Work

• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
• Multiply monotone functions and their Laplace transforms
• Extremal elements of the convex cone \(B_{n}\) of functions
• Functions with positive differences
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Higher order monotonic functions of several variables