|
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.
|
|
 |
 |