Functions operating on several multivariate distribution functions

Ressel Paul ()
Additional contact information
Ressel Paul: MGF, Kath. Universität Eichstätt-Ingolstadt, Ostenstr. 26, Eichstätt, Germany

Dependence Modeling, 2023, vol. 11, issue 1, 11

Abstract: Functions f f on [ 0 , 1 ] m {\left[0,1]}^{m} such that every composition f ∘ ( g 1 , … , g m ) f\circ \left({g}_{1},\ldots ,{g}_{m}) with d d -dimensional distribution functions g 1 , … , g m {g}_{1},\ldots ,{g}_{m} is again a distribution function, turn out to be characterized by a very natural monotonicity condition, which for d = 2 d=2 means ultramodularity. For m = 1 m=1 (and d = 2 d=2 ), this is equivalent with increasing convexity.

Keywords: multivariate distribution function; ultramodular; Bernstein polynomials; Faà di Bruno’s formula; higher order; monotonicity (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/demo-2023-0104 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:11:y:2023:i:1:p:11:n:1

DOI: 10.1515/demo-2023-0104

Access Statistics for this article

Dependence Modeling is currently edited by Giovanni Puccetti

More articles in Dependence Modeling from De Gruyter
Bibliographic data for series maintained by Peter Golla ().