Bounds for Trivariate Copulas with Given Bivariate Marginals
© Fabrizio Durante et al. 2008
Received: 5 March 2008
Accepted: 26 September 2008
Published: 27 November 2008
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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