Copulas: compatibility and Fréchet classes

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We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of these copulas. In particular, the upper and lower bounds for this class of trivariate copulas are determined.
LaTeX, 14 pages

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Statistics Theory, Probability, 62H05; 60E05

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http://salesiana.dossiersoluciones.com/handle/123456789/223967

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0711.2409
 http://arxiv.org/abs/0711.2409
 Journal of Inequalities and Applications, vol. 2008 (2008), Article ID 161537, 9 pages
 doi:10.1155/2008/161537

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arXiv