How is the lower Frechet-Hoeffding copula bound proved?
In the bivariate case, it follows from $C(u_1,u_2)-C(u_1,v_2)-C(v_1,u_2)+C(v_1,v_2)\geq0$ by setting $(v_1,v_2)=(1,1)$.
I'm struggling to prove it in higher dimensions.
2026-02-23 14:18:46.1771856326
Proof of Frechet-Hoeffding Copula bounds
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The lower bound is only valid in 2 dimension. That's why you can't prove it in higher dimension.