Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372): Difference between revisions

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Latest revision as of 10:39, 30 July 2024

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Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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    Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (English)
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    19 August 2009
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    d-monotone function
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    dependence ordering
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    frailty model
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    \(\ell_1\)-norm symmetric distribution
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    Laplace transform
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    stochastic simulation
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    Williamson d-transform
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