Higher order monotonic functions of several variables

DOI10.1007/S11117-013-0244-6MaRDI QIDQ743450zbMATH OpenOpenAlexFDO

Authors Paul Ressel

Publication date 24 September 2014

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-013-0244-6

zbMATH Keywords

multivariate distribution function\(n\)-monotone functionabsolutely monotone functionBauer simplexhigher order monotonic function

Mathematics Subject Classification ID

Monotonic functions, generalizations (26A48) Convex sets in topological linear spaces; Choquet theory (46A55)

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Cites work

• scientific article; zbMATH DE number 4004880 (Why is no real title available?)
• scientific article; zbMATH DE number 3080734 (Why is no real title available?)
• scientific article; zbMATH DE number 3108056 (Why is no real title available?)
• Extremal elements of the convex cone \(B_{n}\) of functions
• Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
• Functions with positive differences
• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• Multiply monotone functions and their Laplace transforms

Cited in

(12)

• On the compounding of higher order monotonic pseudo-Boolean functions
• scientific article; zbMATH DE number 7093060 (Why is no real title available?)
• Functions operating on several multivariate distribution functions
• Partially Schur-constant models
• scientific article; zbMATH DE number 6383374 (Why is no real title available?)
• Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant
• A characterization of absolutely monotonic (Δ) functions
• Copulas, stable tail dependence functions, and multivariate monotonicity
• On partially Schur-constant models and their associated copulas
• Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
• A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas
• Expansion of function with uncertain parameters in higher dimension

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