Copulas: compatibility and Fréchet classes

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dc.creatorDurante, Fabrizio
dc.creatorKlement, Erich Peter
dc.creatorQuesada-Molina, José Juan
dc.date2007-11-15
dc.date.accessioned2026-07-07T12:54:32Z
dc.date.available2026-07-07T12:54:32Z
dc.descriptionWe 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.
dc.descriptionLaTeX, 14 pages
dc.identifierhttps://arxiv.org/abs/0711.2409
dc.identifierhttp://arxiv.org/abs/0711.2409
dc.identifierJournal of Inequalities and Applications, vol. 2008 (2008), Article ID 161537, 9 pages
dc.identifierdoi:10.1155/2008/161537
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/223967
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject62H05; 60E05
dc.titleCopulas: compatibility and Fréchet classes
dc.typetext

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