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Journal of Inequalities and Applications
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Bounds for Trivariate Copulas with Given Bivariate Marginals

Journal of Inequalities and Applications volume 2008, Article number: 161537 (2008) Cite this article

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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Authors and Affiliations

  1. Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria

    Fabrizio Durante & Erich Peter Klement

  2. Departamento de Matemática Aplicada, Universidad de Granada, 18071, Granada, Spain

    José Juan Quesada-Molina

Authors
  1. Fabrizio Durante
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  2. Erich Peter Klement
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  3. José Juan Quesada-Molina
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Correspondence to José Juan Quesada-Molina.

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Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License ( https://creativecommons.org/licenses/by/2.0 ), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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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). https://doi.org/10.1155/2008/161537

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  • DOI: https://doi.org/10.1155/2008/161537

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