I am currently working with 3 dimensions, and have some functions $C(u_1, u_2, u_3)$ for which I need to check whether or not they are a copula.
What are all the requirements that I need to check? In my book, it says I need to check some sort of rectangle inequality, but it is presented in a very general and unclear format. I would like a simpler representation for the particular case of 3 dimensions.
Or is there perhaps an easier way than using this rectangle inequality?