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Bounds for trivariate copulas with given bivariate marginals

Journal of Inequalities and Applications (2008) 2008
DOI: 10.1155/2008/161537
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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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APA

Quesada-Molina, J. J., Durante, F., & Klement, E. P. (2008). Bounds for trivariate copulas with given bivariate marginals. Journal of Inequalities and Applications, 2008. https://doi.org/10.1155/2008/161537

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