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Keywords:
copula; ordinal sum; shuffle of Min; concordance
copula; ordinal sum; shuffle of Min; concordance
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.
References:
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