Title of article :
Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
Author/Authors :
Ressel، نويسنده , , Paul، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2012
Pages :
13
From page :
55
To page :
67
Abstract :
Functions operating on multivariate distribution and survival functions are characterized, based on a theorem of Morillas, for which a new proof is presented. These results are applied to determine those classical mean values on [ 0 , 1 ] n which are distribution functions of probability measures on [ 0 , 1 ] n . As it turns out, the arithmetic mean plays a universal rôle for the characterization of distribution as well as survival functions. Another consequence is a far reaching generalization of Kimberling’s theorem, tightly connected to Archimedean copulas.
Keywords :
Multivariate distribution function , Multivariate survival function , n -monotone , Fully n -increasing , Copula , Classical mean value , n -absolutely monotone
Journal title :
Journal of Multivariate Analysis
Serial Year :
2012
Journal title :
Journal of Multivariate Analysis
Record number :
1565666
Link To Document :
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