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Bounds for trivariate copulas with given bivariate marginals. (English) Zbl 1162.62047
Authors’ 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.

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H10 Multivariate distribution of statistics
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[2] doi:10.1214/lnms/1215459862 · doi:10.1214/lnms/1215459862
[4] doi:10.1214/lnms/1215452614 · doi:10.1214/lnms/1215452614
[11] doi:10.1111/j.1468-2354.2006.00387.x · doi:10.1111/j.1468-2354.2006.00387.x
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