Bounds for Trivariate Copulas with Given Bivariate Marginals
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.
| Format: | Article |
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| Language: | English |
| Published: |
SpringerOpen
2009-03-01
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| Series: | Journal of Inequalities and Applications |
| Online Access: | http://dx.doi.org/10.1155/2008/161537 |