| Title:
|
Remarks on Two Product-like Constructions for Copulas (English) |
| Author:
|
Durante, Fabrizio |
| Author:
|
Klement, Erich Peter |
| Author:
|
Quesada-Molina, José |
| Author:
|
Sarkoci, Peter |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
43 |
| Issue:
|
2 |
| Year:
|
2007 |
| Pages:
|
235-244 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
copula |
| Keyword:
|
ordinal sum |
| Keyword:
|
shuffle of Min |
| Keyword:
|
concordance |
| MSC:
|
60E05 |
| MSC:
|
62H05 |
| idZBL:
|
Zbl 1136.60306 |
| idMR:
|
MR2343398 |
| . |
| Date available:
|
2009-09-24T20:23:15Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135769 |
| . |
| Reference:
|
[1] Darsow W. F., Nguyen, B., Olsen E. T.: Copulas and Markov processes.Illinois J. Math. 36 (1992), 600–642 Zbl 0770.60019, MR 1215798 |
| Reference:
|
[2] Baets B. De, Meyer H. De: Copulas and the pairwise probabilistic comparison of ordered lists.In: Proc. 10th International Conference IPMU, Perugia 2004, pp. 1091–1098 |
| Reference:
|
[3] Durante F., Klement E. P., Quesada-Molina J. J.: Copulas: compatibility and Fréchet classes.Submitted |
| Reference:
|
[4] Joe H.: Multivariate Models and Dependence Concepts.Chapman & Hall, London 1997 Zbl 0990.62517, MR 1462613 |
| Reference:
|
[5] Kolesárová A., Mesiar, R., Sempi C.: Three copulas and compatibility.In: Proc. IPMU 2006 (B. Bouchon-Meunier and R. Yager, eds.), Vol. 1, Éditions E.D.K., Paris 2006, pp. 658–663 |
| Reference:
|
[6] Mesiar R., Szolgay J.: W-ordinal sums of copulas and quasi-copulas.In: Proc. MAGIA 2004 Conference, Kočovce, Slovak Republic 2004, pp. 78–83 |
| Reference:
|
[7] Mikusiński P., Sherwood, H., Taylor M. D.: Shuffles of Min.Stochastica 13 (1992), 61–74 Zbl 0768.60017, MR 1197328 |
| Reference:
|
[8] Nelsen R. B.: An Introduction to Copulas.Springer, New York 2006 Zbl 1152.62030, MR 2197664 |
| Reference:
|
[9] Schweizer B., Sklar A.: Probabilistic Metric Spaces.North–Holland, New York 1983. Second edition: Dover Publications, Mineola, New York 2005 Zbl 0546.60010, MR 0790314 |
| Reference:
|
[10] Sklar A.: Fonctions de répartition à $n$ dimensions et leurs marges.Publ. Inst. Statist. Univ. Paris 8 (1959), 229–231 MR 0125600 |
| . |
