کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146248 957501 2012 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
چکیده انگلیسی

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[0,1]n which are distribution functions of probability measures on [0,1]n[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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 105, Issue 1, February 2012, Pages 55–67
نویسندگان
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