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Bounds for Trivariate Copulas with Given Bivariate Marginals

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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.

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Correspondence to José Juan Quesada-Molina.

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Keywords

  • Lower Bound
  • Full Article
  • Publisher Note
  • Bivariate Copula
  • Bivariate Marginal