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Bounds for Trivariate Copulas with Given Bivariate Marginals

dc.contributor.authorDurante, Fabrizio
dc.contributor.authorKlement, Erich Peter
dc.contributor.authorQuesada-Molina, José Juan
dc.date.accessioned2014-09-05T09:45:10Z
dc.date.available2014-09-05T09:45:10Z
dc.date.issued2008
dc.identifier.citationDurante, 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]es_ES
dc.identifier.issn1029-242X
dc.identifier.urihttp://hdl.handle.net/10481/32915
dc.description.abstractWe 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.es_ES
dc.description.sponsorshipThe 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).es_ES
dc.language.isoenges_ES
dc.publisherSpringer Open; Hindawi Publishinges_ES
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivs 3.0 Licensees_ES
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es_ES
dc.subjectTrivariate copulases_ES
dc.titleBounds for Trivariate Copulas with Given Bivariate Marginalses_ES
dc.typejournal articlees_ES
dc.rights.accessRightsopen accesses_ES
dc.identifier.doi10.1155/2008/161537


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