EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHEMATIQUE (BEOGRAD) (N.S.)
Vol. 78(92), pp. 93–105 (2005)

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A CHARACTERIZATION OF ABSOLUTELY MONOTONIC ($\Delta$) FUNCTIONS OF A FIXED ORDER

Patricia Mariela Morillas

Instituto de Matematica Aplicada San Luis, UNSL-CONICET, Ejército de los Andes 950, 5700 San Luis, Argentina

Abstract: Absolutely monotonic ($\Delta$) function of order $n$ are characterized in terms of $n$-dimensional totally increasing functions. Applications to $n$-copulas are presented.

Keywords: Absolutely monotonic function; totally increasing function; multivariate distribution; copulas

Classification (MSC2000): 26A48; 26A51; 62H10

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Electronic fulltext finalized on: 2 Mar 2006. This page was last modified: 27 Oct 2006.

© 2006 Mathematical Institute of the Serbian Academy of Science and Arts
© 2006 ELibM and FIZ Karlsruhe / Zentralblatt MATH for the EMIS Electronic Edition