English

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 C\mathbf{C}-product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The C\mathbf{C}-product of copulas AA and BB is defined to be an integral of a function which involves the copulas AA and BB and the family of copulas C\mathbf{C}. 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}
}
R2 v1 2026-06-21T20:46:03.536Z