Bounds for Trivariate Copulas with Given Bivariate Marginals
<p>Abstract</p> <p>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 give...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2008-01-01
|
| Series: | Journal of Inequalities and Applications |
| Online Access: | http://www.journalofinequalitiesandapplications.com/content/2008/161537 |
| Summary: | <p>Abstract</p> <p>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.</p> |
|---|---|
| ISSN: | 1025-5834 1029-242X |