In his paper "A probabilistic interpretation of complete monotonicity" Kimberling (1974) proves several remarkable results connecting multivariate distribution functions and their marginals via completely monotone functions on the half-line. These have been taken up more recently in particular in connection with so-called Archimedean copulas; see for example Nelsen (2006). We present in this paper much shorter proofs of more general versions of the two main theorems in Kimberling (1974), and apply this to show the maxinfinitedivisibility of some known Archimedean copulas
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicati...
The paper on Convergence of Archimedean Copulas, with Johan Segers, just appeared, in Statistics and...
In his paper A probabilistic interpretation of complete monotonicity Kimberling (1974) proves severa...
The monotonicity properties of multivariate distribution functions are definitely more complicated t...
Functions operating on multivariate distribution and survival functions are characterized, based on ...
AbstractFunctions operating on multivariate distribution and survival functions are characterized, b...
For functions of several variables there exist many notions of monotonicity, three of them being cha...
Williamson’s integral representation of n-monotone functions on the half-line is generalized to seve...
In this article, copulas associated to multivariate conditional distributions in an Archimedean mode...
Williamson’s integral representation of n-monotone functions on the half-line is generalized to seve...
AbstractThe copula for a bivariate distribution functionH(x, y) with marginal distribution functions...
In [2] it is proved that mixtures of exponential distributions are infinitely divisible (id). In [3]...
AbstractIn this article, copulas associated to multivariate conditional distributions in an Archimed...
This paper deals with a surprising connection between exchangeable distributions on {0, 1}n and the ...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicati...
The paper on Convergence of Archimedean Copulas, with Johan Segers, just appeared, in Statistics and...
In his paper A probabilistic interpretation of complete monotonicity Kimberling (1974) proves severa...
The monotonicity properties of multivariate distribution functions are definitely more complicated t...
Functions operating on multivariate distribution and survival functions are characterized, based on ...
AbstractFunctions operating on multivariate distribution and survival functions are characterized, b...
For functions of several variables there exist many notions of monotonicity, three of them being cha...
Williamson’s integral representation of n-monotone functions on the half-line is generalized to seve...
In this article, copulas associated to multivariate conditional distributions in an Archimedean mode...
Williamson’s integral representation of n-monotone functions on the half-line is generalized to seve...
AbstractThe copula for a bivariate distribution functionH(x, y) with marginal distribution functions...
In [2] it is proved that mixtures of exponential distributions are infinitely divisible (id). In [3]...
AbstractIn this article, copulas associated to multivariate conditional distributions in an Archimed...
This paper deals with a surprising connection between exchangeable distributions on {0, 1}n and the ...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Multivariate total positivity of order 2 (MTP2) is a dependence property with a number of applicati...
The paper on Convergence of Archimedean Copulas, with Johan Segers, just appeared, in Statistics and...