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Bounds for trivariate copulas with given bivariate marginals
Journal article   Peer reviewed

Bounds for trivariate copulas with given bivariate marginals

Fabrizio Durante, Erich-Peter Klement and José Juan Quesada-Molina
Journal of Inequalities and Applications, Vol.2008, pp.1-9
2008
2008
Handle:
https://hdl.handle.net/10863/40119

Abstract

We determine two constructions that, starting with two bivariate copulas, give rise to new bivariate and trivariate copulas, respectively. These constructions are used to determine pointwise upper and lower bounds for the class of all trivariate copulas with given bivariate marginals.
url
doi.org/10.1155/2008/161537 View

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