BACK to VOLUME 43 NO.2
BACK to VOLUME 43 NO.2
Abstract:
We investigate two constructions that, starting with two bivariate copulas, give rise to a new bivariate and trivariate copula, respectively. In particular, these constructions are generalizations of the $\ast$-product and the $\star$-product for copulas introduced by Darsow, Nguyen and Olsen in 1992. Some properties of these constructions are studied, especially their relationships with ordinal sums and shuffles of Min.
Keywords: copula; ordinal sum; shuffle of Min; concordance;
AMS: 60E05;
BACK to VOLUME 43 NO.2