Functions operating on several multivariate distribution functions
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DOI: 10.1515/demo-2023-0104
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References listed on IDEAS
- Ressel, Paul, 2011. "Monotonicity properties of multivariate distribution and survival functions -- With an application to Lévy-frailty copulas," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 393-404, March.
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- Ressel, Paul, 2012. "Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 55-67.
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Keywords
multivariate distribution function; ultramodular; Bernstein polynomials; Faà di Bruno’s formula; higher order; monotonicity;All these keywords.
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