On a Generalized $*$-Product for Copulas
Statistics Theory
2012-04-10 v1 Probability
Statistics Theory
Abstract
This paper focuses on a generalization of the *-product called -product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The -product of copulas and is defined to be an integral of a function which involves the copulas and and the family of copulas . However, measurability of the integrand in the definition is questionable. We will discuss this in details and attempt to re-define the product. Then we derive some properties of the re-defined product.
Keywords
Cite
@article{arxiv.1204.1627,
title = {On a Generalized $*$-Product for Copulas},
author = {Pongpol Ruankong and Songkiat Sumetkijakan},
journal= {arXiv preprint arXiv:1204.1627},
year = {2012}
}