Bounds for Trivariate Copulas with Given Bivariate Marginals
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.
| Format: | Article |
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| Language: | English |
| Published: |
SpringerOpen
2009-03-01
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| Series: | Journal of Inequalities and Applications |
| Online Access: | http://dx.doi.org/10.1155/2008/161537 |
| id |
doaj-8620972df396477683487570c036f47d |
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| record_format |
Article |
| spelling |
doaj-8620972df396477683487570c036f47d2020-11-25T00:26:47ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2009-03-01200810.1155/2008/161537Bounds for Trivariate Copulas with Given Bivariate MarginalsWe 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. http://dx.doi.org/10.1155/2008/161537 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| title |
Bounds for Trivariate Copulas with Given Bivariate Marginals |
| spellingShingle |
Bounds for Trivariate Copulas with Given Bivariate Marginals Journal of Inequalities and Applications |
| title_short |
Bounds for Trivariate Copulas with Given Bivariate Marginals |
| title_full |
Bounds for Trivariate Copulas with Given Bivariate Marginals |
| title_fullStr |
Bounds for Trivariate Copulas with Given Bivariate Marginals |
| title_full_unstemmed |
Bounds for Trivariate Copulas with Given Bivariate Marginals |
| title_sort |
bounds for trivariate copulas with given bivariate marginals |
| publisher |
SpringerOpen |
| series |
Journal of Inequalities and Applications |
| issn |
1025-5834 1029-242X |
| publishDate |
2009-03-01 |
| description |
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. |
| url |
http://dx.doi.org/10.1155/2008/161537 |
| _version_ |
1725342642779193344 |