Remarks on two product-like constructions for copulas

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

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)235-244
Number of pages10
JournalKybernetika
Volume43
Issue number2
Publication statusPublished - 2007

Fields of science

  • 101 Mathematics
  • 101004 Biomathematics
  • 101027 Dynamical systems
  • 101013 Mathematical logic
  • 101028 Mathematical modelling
  • 101014 Numerical mathematics
  • 101020 Technical mathematics
  • 101024 Probability theory
  • 102001 Artificial intelligence
  • 102003 Image processing
  • 102009 Computer simulation
  • 102019 Machine learning
  • 102023 Supercomputing
  • 202027 Mechatronics
  • 206001 Biomedical engineering
  • 206003 Medical physics
  • 102035 Data science

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