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

被引：8

作者：

Ressel, Paul ^{[1
]}

机构：

[1] Katholische Univ Eichstatt Ingolstadt, D-85072 Eichstatt, Germany

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2012年 / 105卷 / 01期

关键词：

Multivariate distribution function; Multivariate survival function; Fully n-increasing; n-monotone; n-absolutely monotone; Copula; Classical mean value; ARCHIMEDEAN COPULAS; MONOTONE FUNCTIONS;

D O I：

10.1016/j.jmva.2011.08.007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Functions operating on multivariate distribution and survival functions are characterized, based on a theorem of Morillas, for which a new proof is presented. These results are applied to determine those classical mean values on [0, 1](n) which are distribution functions of probability measures on [0, 1](n). As it turns out, the arithmetic mean plays a universal role for the characterization of distribution as well as survival functions. Another consequence is a far reaching generalization of Kimberling's theorem, tightly connected to Archimedean copulas. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：55 / 67

页数：13

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