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Keywords:
conditioning; gluing; g-ordinal sum; construction of copulas
conditioning; gluing; g-ordinal sum; construction of copulas
Summary:
The univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, g-ordinal sum of copulas is introduced and a representation of copulas by means of g-ordinal sums is given. Though different right conditionings commute, this is not the case of right and left conditioning, with a special exception of Archimedean copulas. Several interesting examples are given. Especially, any Ali-Mikhail-Haq copula with a given parameter λ > 0 allows to construct via conditioning any Ali-Mikhail-Haq copula with parameter μ $\in $ [0,λ].
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