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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.

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Correspondence to José Juan Quesada-Molina.

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Durante, F., Klement, E.P. & Quesada-Molina, J.J. Bounds for Trivariate Copulas with Given Bivariate Marginals. J Inequal Appl 2008, 161537 (2008).

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