Higher order monotonic functions of several variables (Q743450)

In order to identify a class of functions of several multivariate distribution functions that yield another one, an extended notion of higher degree monotonicity for functions of several variables is introduced, and various classes of these functions are completely characterized by their extreme elements. In the first main result, Theorem 5, an explicit description of multivariate higher order increasing functions in terms of their extreme points is given, while in Theorem 9 the corresponding result for decreasing functions is proved. In the second main result, Theorem 12, it is shown that functions on \([0,1]^d,\) which operate on several multivariate distribution functions, have to be of the same type, however with a higher degree of monotonicity, depending on the distribution function to be inserted.