Logo image
Remarks on two product-like constructions for copulas
Journal article   Peer reviewed

Remarks on two product-like constructions for copulas

Fabrizio Durante, Erich-Peter Klement, José Juan Quesada-Molina and Peter Sarkoci
Kybernetika, Vol.43, pp.235-244
43
2007
Handle:
https://hdl.handle.net/10863/40156

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.

Details

Metrics

2 Record Views