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

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    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
      0 references
      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
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references