Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
DOI10.1016/J.JMVA.2010.10.001zbMATH Open1209.60010OpenAlexW2082596469MaRDI QIDQ631606FDOQ631606
Authors: Paul Ressel 
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.001
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multivariate distribution functioncorrespondence theoremcompletely alternatingcompletely monotone\(n\)-increasing\(n\)-max-increasingfully \(n\)-increasingmultivariate survival functionLévy-frailty copula
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Positive definite functions on groups, semigroups, etc. (43A35)
Cites Work
Cited In (18)
- On the compounding of higher order monotonic pseudo-Boolean functions
- Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
- Functions operating on several multivariate distribution functions
- Two novel characterizations of self-decomposability on the half-line
- \(H\)-extendible copulas
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences
- Max-stable random sup-measures with comonotonic tail dependence
- Higher order monotonic functions of several variables
- An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law
- Copulas, stable tail dependence functions, and multivariate monotonicity
- Copulas related to piecewise monotone functions of the interval and associated processes
- A probabilistic view on semilinear copulas
- On partially Schur-constant models and their associated copulas
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
- A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas
- Higher order monotonic (multi-) sequences and their extreme points
- A natural parametrization of multivariate distributions with limited memory
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