• 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