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Bounds for Trivariate Copulas with Given Bivariate Marginals

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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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

Keywords

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