Remarks on two product-like constructions for copulas

Title:

Remarks on two product-like constructions for copulas

Creator:

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

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:3a0128b6-b92e-4e38-a11f-33176350c307
uuid:3a0128b6-b92e-4e38-a11f-33176350c307

Subject:

copula, ordinal sum, shuffle of Min, and concordance

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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 ∗-product and the ⋆-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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[235]-244

Source:

Kybernetika | 2007 Volume:43 | Number:2

Harvested from:

CDK

Metadata only:

false