On a Generalized $*$-Product for Copulas

Details On a Generalized $*$-Product for Copulas On a Generalized $*$-Product for Copulas

2012-04-07

arxiv.org/abs/1204.1627v1

Mathematics

Statistics Theory

Scientific paper

This paper focuses on a generalization of the *-product called $\mathbf{C}$-product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The $\mathbf{C}$-product of copulas $A$ and $B$ is defined to be an integral of a function which involves the copulas $A$ and $B$ and the family of copulas $\mathbf{C}$. 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.

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