ar X iv : 0 71 1 . 24 09 v 1 [ m at h . ST ] 1 5 N ov 2 00 7 Copulas : compatibility and Fréchet classes
نویسندگان
چکیده
We determine under which conditions three bivariate copulas C12, C13 and C23 are compatible, viz. they are the bivariate marginals of the same trivariate copula C̃, and, then, construct the class of these copulas. In particular, the upper and lower bounds for this class of trivariate copulas are determined.
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