GENERALISATION OF THE NOTION OF AN n-INCREASING FUNCTION. ARCHIMEDEAN COPULAS

被引：0

作者：

Chervenov, Nikolay ^{[1
]}

Kostadinov, Boyan ^{[2
]}

机构：

[1] Sofia Univ, Fac Math & Informat, 5,James Bourchier Blvd, Sofia 1164, Bulgaria

[2] Tech Univ Sofia, Fac Appl Math & Informat, 8,Kliment Ohridski Blvd, Sofia 1000, Bulgaria

来源：

COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES | 2019年 / 72卷 / 03期

关键词：

copula; n-increasing function; weak derivative; distribution; regularization;

D O I：

10.7546/CRABS.2019.03.02

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In terms of the Sobolev spaces a generalisation of the notion of n-increasing n-dimensional function is made. By applying classical methods it is established that the Archimedean copulas, defined by an explicit formula, are n-increasing functions. A number of examples are also considered.

引用

页码：292 / 300

页数：9