In this paper, we extend the classical notion of d-increasing edited textfunction: some necessary and sufficient conditions concerning the d-increasingness property are provided, along with a characterization theorem based upon a differential criterion which is shown to be very useful for constructing new families of d-copulas. Several examples are presented.
A differential characterization of the d-increasingness property
Roberto Ghiselli Ricci
2022-01-01
Abstract
In this paper, we extend the classical notion of d-increasing edited textfunction: some necessary and sufficient conditions concerning the d-increasingness property are provided, along with a characterization theorem based upon a differential criterion which is shown to be very useful for constructing new families of d-copulas. Several examples are presented.
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