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zbMATH Open
Article . 2008
Data sources: zbMATH Open
DBLP
Article . 2008
Data sources: DBLP
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Univariate conditioning of copulas.

Univariate conditioning of copulas
Authors: Mesiar, R. (Radko); Jágr, V.; Juraňová, M.; Komorníková, M.;

Univariate conditioning of copulas.

Abstract

Summary: Univariate conditioning of copulas is studied, yielding a construction method for copulas based on an a priori given copula. Based on the gluing method, the \(g\)-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 \(\lambda > 0\) allows to construct via conditioning any Ali-Mikhail-Haq copula with parameter \(\mu \in [0,\lambda ]\).

Country
Czech Republic
Related Organizations
Keywords

Archimedean copula, conditioning, copula, gluing, Probability distributions: general theory, \(g\)-ordinal sum, Characterization and structure theory for multivariate probability distributions; copulas, construction of copulas

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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