Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas

DOI10.7546/CRABS.2019.03.02MaRDI QIDQ4972138zbMATH OpenFDO

Authors Nikolay Chervenov, Boyan Kostadinov

Publication date 22 November 2019

Full work available at URL https://doi.org/10.7546/CRABS.2019.03.02

zbMATH Keywords

\( n \)-increasing functioncopuladistributionregularizationweak derivative

Mathematics Subject Classification ID

Special properties of functions of several variables, Hölder conditions, etc. (26B35) Operations with distributions and generalized functions (46F10) Probability distributions: general theory (60E05)

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Cited in

(2)

• Proving the characterization of Archimedean copulas via Dini derivatives.
• A characterization of absolutely monotonic (Δ) functions

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