A CHARACTERIZATION OF ABSOLUTELY MONOTONIC (Delta) FUNCTIONS OF A FIXED ORDER

被引：5

作者：

Mariela Morillas, Patricia ^{[1
]}

机构：

[1] UNSL, CONICET, Inst Matemat Aplicada San Luis, Ejercito Andes 950, RA-5700 San Luis, Argentina

来源：

PUBLICATIONS DE L INSTITUT MATHEMATIQUE-BEOGRAD | 2005年 / 78卷 / 92期

关键词：

Absolutely monotonic function; totally increasing function; multivariate distribution; copulas;

D O I：

10.2298/PIM0578093MZbl

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Absolutely monotonic (Delta) function of order n are characterized in terms of n-dimensional totally increasing functions. Applications to n-copulas are presented.

引用

页码：93 / 105

页数：13

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