Functions operating on several multivariate distribution functions

DOI10.1515/DEMO-2023-0104MaRDI QIDQ6143883zbMATH OpenOpenAlexFDO

Authors Paul Ressel

Publication date 24 January 2024

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2023-0104

zbMATH Keywords

Bernstein polynomialsFaà di Bruno's formulahigher ordermonotonicitymultivariate distribution functionultramodular

Mathematics Subject Classification ID

Representation and superposition of functions (26B40) Real-analytic functions (26E05) Probability distributions: general theory (60E05)

Cites work

• A Multivariate Faa di Bruno Formula with Applications
• Completely monotonic functions of positive order and asymptotic expansions of the logarithm of Barnes double gamma function and Euler's gamma function
• Copulas, stable tail dependence functions, and multivariate monotonicity
• Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
• Functions with positive differences
• Higher order monotonic functions of several variables
• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• On the closure of families of fuzzy measures under eventwise aggregations
• Ultramodular aggregation functions
• Ultramodular Functions

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