Mathematics – Statistics Theory
Scientific paper
2012-04-07
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.
Ruankong Pongpol
Sumetkijakan Songkiat
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