On finite-dimensional Archimedean copulas.

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Some special properties of distribution functions of random vectors are investigated. The author indicates a class of functions \(A: [0,1] \to [0,\infty)\) and \(B:[0,\infty)\to[0,\infty)\) such that \[ F(x_1,\dots,x_d)= B\left(\sum^d_{k=1} A(F_k(x_k))\right) \] for the distribution function \(F\) with marginals \(F_1,\dots, F_d\) of a random vector with values in the Euclidean space \(R^d\). The description of functions \(B\) is given in terms of Laplace transformations and monotone completeness. For the entire collection see [Zbl 0995.00013].











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