Kybernetika 44 no. 6, 807-816, 2008

Univariate conditioning of copulas

Radko Mesiar, Vladimír Jágr, Monika Juráňová and Magda Komorníková


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 \in [0,λ].