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Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/32915

Title: Bounds for Trivariate Copulas with Given Bivariate Marginals
Authors: Durante, Fabrizio
Klement, Erich Peter
Quesada-Molina, José Juan
Issue Date: 2008
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.
Sponsorship: The third author acknowledges the support by the Ministerio de Educación y Ciencia (Spain) and FEDER, under research project MTM2006-12218. This work has been partially supported by the bilateral cooperation Austria-Spain WTZ—“Acciones Integradas 2008/2009”, in the framework of the project Constructions of Multivariate Statistical Models with Copulas (Project ES04/2008).
Publisher: Springer Open; Hindawi Publishing
Keywords: Trivariate copulas
URI: http://hdl.handle.net/10481/32915
ISSN: 1029-242X
Rights : Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License
Citation: Durante, F.; Klement, E.P.; Quesada-Molina, J.J. Bounds for Trivariate Copulas with Given Bivariate Marginals. Journal of Inequalities and Applications, 2008: 161537 (2008). [http://hdl.handle.net/10481/32915]
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