Abstract
We determine pointwise upper and lower bounds for the class of all trivariate copulas with given bivariate marginals. A multivariate extension of this result is also given.
| Original language | English |
|---|---|
| Article number | 161537 |
| Number of pages | 9 |
| Journal | Journal of Inequalities and Applications |
| Volume | 2008 |
| DOIs | |
| Publication status | Published - 2008 |
Fields of science
- 101 Mathematics
- 101004 Biomathematics
- 101027 Dynamical systems
- 101013 Mathematical logic
- 101028 Mathematical modelling
- 101014 Numerical mathematics
- 101020 Technical mathematics
- 101024 Probability theory
- 102001 Artificial intelligence
- 102003 Image processing
- 102009 Computer simulation
- 102019 Machine learning
- 102023 Supercomputing
- 202027 Mechatronics
- 206001 Biomedical engineering
- 206003 Medical physics
- 102035 Data science