Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372): Difference between revisions
From MaRDI portal
Revision as of 21:05, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions |
scientific article |
Statements
Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (English)
0 references
19 August 2009
0 references
d-monotone function
0 references
dependence ordering
0 references
frailty model
0 references
\(\ell_1\)-norm symmetric distribution
0 references
Laplace transform
0 references
stochastic simulation
0 references
Williamson d-transform
0 references
0 references
0 references
0 references