Univariate conditioning of copulas
نویسندگان
چکیده
The univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, g-ordinal sum of copulas is introduced and a representation of copulas by means of g-ordinal sums is given. Though different right conditionings commute, this is not the case of right and left conditioning, with a special exception of Archimedean copulas. Several interesting examples are given. Especially, any Ali–Mikhail–Haq copula with a given parameter λ > 0 allows to construct via conditioning any Ali–Mikhail–Haq copula with parameter μ ∈ [0, λ].
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ورودعنوان ژورنال:
- Kybernetika
دوره 44 شماره
صفحات -
تاریخ انتشار 2008