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Kybernetika 43(2):235-244, 2007.

Remarks on Two Product-like Constructions for Copulas

Fabrizio Durante, Erich Peter Klement, José Juan Quesada-Molina and Peter Sarkoci


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;


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BIB TeX

@article{kyb:2007:2:235-244,

author = {Durante, Fabrizio and Klement, Erich Peter and Quesada-Molina, Jos\'{e} and Sarkoci, Peter },

title = {Remarks on Two Product-like Constructions for Copulas},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {2},

pages = {235-244}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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