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  • Research Article
  • Open Access

Bounds for Trivariate Copulas with Given Bivariate Marginals

  • 1,
  • 1 and
  • 2Email author
Journal of Inequalities and Applications20082008:161537

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

  • Received: 5 March 2008
  • Accepted: 26 September 2008
  • Published:

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.

Keywords

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

Publisher note

To access the full article, please see PDF.

Authors’ Affiliations

(1)
Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz, Austria
(2)
Departamento de Matemática Aplicada, Universidad de Granada, 18071 Granada, Spain

Copyright

© Fabrizio Durante et al. 2008

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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