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Far East Journal of Theoretical Statistics

Far East Journal of Theoretical Statistics
Volume 69, Issue 2 , Pages 169 - 187 (August 2025)
http://dx.doi.org/10.17654/0972086325008

EXTENDING DARSOW’S OPERATOR: A NEW FRAMEWORK FOR BIVARIATE AND MULTIVARIATE COPULAS

Jacques Kaboré, Remi Guillaume Bagré and Yves Kader Sanou

Abstract:

The Darsow product operator typically produces symmetric copulas unless one or more of the base copulas are asymmetric, which limits its applicability in scenarios where the data exhibit asymmetry. In this paper, we introduce a novel extension of the Darsow Σ-product operator that allows for the generation of more flexible asymmetric copulas which can be max-stable from symmetric base copulas (max-stables). We also provide some examples, explore properties of this new operator, and discuss its multivariate generalization.

Keywords and phrases:

asymmetric copula, symmetric copula, Darsow operator, max-stables copula, Σ-product

Received: January 16, 2025; Accepted: March 6, 2025; Published: April 16, 2025

How to cite this article: Jacques Kaboré, Remi Guillaume Bagré and Yves Kader Sanou, Extending Darsow’s operator: a new framework for bivariate and multivariate copulas, Far East Journal of Theoretical Statistics 69(2) (2025), 169-187. https://doi.org/10.17654/0972086325008

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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