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Remarks on two product-like constructions for copulas. (English) Zbl 1136.60306
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 product and the \(*\)-product for copulas introduced by W. F. Darsow, B. Nguyen and E. T. Olsen [Ill. J. Math. 36, No. 4, 600–642 (1992; Zbl 0770.60019)]. Some properties of these constructions are studied, especially their relationships with ordinal sums and shuffles of Min.

MSC:
60E05 Probability distributions: general theory
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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References:
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