Bounds for Trivariate Copulas with Given Bivariate Marginals

Name: Work Video:
Duration: 3 min 30 s
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.
Fabrizio Durante; Erich Peter Klement; JoséJuan Quesada-Molina
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