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Publishing Centre \ 1999 \ 897 - Abstract Site Map  

897 - Abstract

 

1999

 

Publishing Centre

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Wlodzimierz Wysocki

New Characterization of $m$-dimensional
Archimedean Copulas

897

Abstract

In the paper, a new characterization of $m$-dimensional archimedean copulas is given in terms of the first and second order partial derivatives.


Key words: $m$-monotonic function, completely monotonic function, $m$-dimensional archimedean copula.

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