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

DOI10.1214/07-AOS556zbMath1173.62044arXiv0908.3750OpenAlexW3100486754WikidataQ56030190 ScholiaQ56030190MaRDI QIDQ834372

Alexander J. McNeil, Johanna G. Nešlehová

Publication date: 19 August 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.3750

zbMATH Keywords

Laplace transformfrailty modelstochastic simulationdependence ordering\(\ell_1\)-norm symmetric distributiond-monotone functionWilliamson d-transform

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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