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Volumn 105, Issue 1, 2012, Pages 55-67

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

Author keywords

Classical mean value; Copula; Fully n increasing; Multivariate distribution function; Multivariate survival function; N absolutely monotone; N monotone

Indexed keywords


EID: 80052653499     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.08.007     Document Type: Article
Times cited : (8)

References (9)
  • 1
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    • Functions with positive differences
    • Boas R.P., Widder D.V. Functions with positive differences. Duke Math. J. 1940, 7(1):496-503.
    • (1940) Duke Math. J. , vol.7 , Issue.1 , pp. 496-503
    • Boas, R.P.1    Widder, D.V.2
  • 2
    • 0001502378 scopus 로고
    • A probabilistic interpretation of complete monotonicity
    • Kimberling C.H. A probabilistic interpretation of complete monotonicity. Aequationes Math. 1974, 10:152-164.
    • (1974) Aequationes Math. , vol.10 , pp. 152-164
    • Kimberling, C.H.1
  • 5
    • 70449705234 scopus 로고    scopus 로고
    • A characterization of absolutely monotonic (δ) functions of a fixed order
    • Morillas P.M. A characterization of absolutely monotonic (δ) functions of a fixed order. Publ. de l' Inst. Math., Nouvelle série 2005, 78:93-105.
    • (2005) Publ. de l' Inst. Math., Nouvelle série , vol.78 , pp. 93-105
    • Morillas, P.M.1
  • 6
    • 78649611516 scopus 로고    scopus 로고
    • A revision of Kimberling's results-with an application to max-infinite divisibility of some Archimedean copulas
    • Ressel P. A revision of Kimberling's results-with an application to max-infinite divisibility of some Archimedean copulas. Statist. Probab. Lett. 2011, 81:207-211.
    • (2011) Statist. Probab. Lett. , vol.81 , pp. 207-211
    • Ressel, P.1
  • 7
    • 78651243689 scopus 로고    scopus 로고
    • Monotonicity properties of multivariate distribution and survival functions-with an application to Lévy-frailty copulas
    • Ressel P. Monotonicity properties of multivariate distribution and survival functions-with an application to Lévy-frailty copulas. J. Multivariate Anal. 2011, 102:393-404.
    • (2011) J. Multivariate Anal. , vol.102 , pp. 393-404
    • Ressel, P.1
  • 8
    • 0009955097 scopus 로고    scopus 로고
    • Random variables, distribution functions, and copulas - a personal look backward and forward
    • Rüschendorf (Ed.) Distributions with Fixed Marginals and Related Topics
    • Sklar A. Random variables, distribution functions, and copulas - a personal look backward and forward. IMS Lecture Notes-Monograph Series 1996, vol. 28:1-14. Rüschendorf (Ed.).
    • (1996) IMS Lecture Notes-Monograph Series , vol.28 , pp. 1-14
    • Sklar, A.1
  • 9
    • 84972529912 scopus 로고
    • Multiply monotone functions and their Laplace transforms
    • Williamson R.E. Multiply monotone functions and their Laplace transforms. Duke Math. J. 1956, 23:189-207.
    • (1956) Duke Math. J. , vol.23 , pp. 189-207
    • Williamson, R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.