Bounds for Trivariate Copulas with Given Bivariate Marginals

Bounds for Trivariate Copulas with Given Bivariate Marginals

<p>Abstract</p> <p>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 give...

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Main Authors: Quesada-Molina Jos&#233;Juan, Durante Fabrizio, Klement ErichPeter
Format: Article
Language:English
Published: SpringerOpen 2008-01-01
Series:Journal of Inequalities and Applications
Online Access:http://www.journalofinequalitiesandapplications.com/content/2008/161537
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spelling doaj-8641ea753a1e43dcb95978f30aa2461e2020-11-25T00:03:10ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2008-01-0120081161537Bounds for Trivariate Copulas with Given Bivariate MarginalsQuesada-Molina Jos&#233;JuanDurante FabrizioKlement ErichPeter<p>Abstract</p> <p>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.</p>http://www.journalofinequalitiesandapplications.com/content/2008/161537
collection DOAJ
language English
format Article
sources DOAJ
author Quesada-Molina Jos&#233;Juan
Durante Fabrizio
Klement ErichPeter
spellingShingle Quesada-Molina Jos&#233;Juan
Durante Fabrizio
Klement ErichPeter
Bounds for Trivariate Copulas with Given Bivariate Marginals
Journal of Inequalities and Applications
author_facet Quesada-Molina Jos&#233;Juan
Durante Fabrizio
Klement ErichPeter
author_sort Quesada-Molina Jos&#233;Juan
title Bounds for Trivariate Copulas with Given Bivariate Marginals
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 2008-01-01
description <p>Abstract</p> <p>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.</p>
url http://www.journalofinequalitiesandapplications.com/content/2008/161537
work_keys_str_mv AT quesadamolinajos233juan boundsfortrivariatecopulaswithgivenbivariatemarginals
AT durantefabrizio boundsfortrivariatecopulaswithgivenbivariatemarginals
AT klementerichpeter boundsfortrivariatecopulaswithgivenbivariatemarginals
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