Bounds for Trivariate Copulas with Given Bivariate Marginals View Full Text


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Article Info

DATE

2008-11-27

AUTHORS

Fabrizio Durante, Erich Peter Klement, José Juan Quesada-Molina

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.

PAGES

161537

Identifiers

URI

http://scigraph.springernature.com/pub.10.1155/2008/161537

DOI

http://dx.doi.org/10.1155/2008/161537

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1047863771


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