Copulas: compatibility and Fréchet classes
arXiv:0711.2409 · doi:10.1155/2008/161537
Abstract
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