Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas

Journal of Multivariate Analysis

Volumn 102, Issue 3, 2011, Pages 393-404

  Ressel, Paul ^a  

^a CATHOLIC UNIVERSITY OF EICHSTÄTT INGOLSTADT   (Germany)

Author keywords

Completely alternating; Completely monotone; Correspondence theorem; Fully n increasing; L vy frailty copula; Multivariate distribution function; Multivariate survival function; N increasing; N max increasing

Indexed keywords

EID: 78651243689     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.10.001     Document Type: Article

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