Bounds for Trivariate Copulas with Given Bivariate Marginals
Metadata
Show full item recordEditorial
Springer Open; Hindawi Publishing
Materia
Trivariate copulas
Date
2008Referencia bibliográfica
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]
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).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.