Sklar's theorem obtained via regularization techniques
From MaRDI portal
Publication:651148
DOI10.1016/j.na.2011.09.006zbMath1229.62062OpenAlexW2040632475MaRDI QIDQ651148
Juan Fernández-Sánchez, Carlo Sempi, Fabrizio Durante
Publication date: 8 December 2011
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2011.09.006
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items
Dependence of exchangeable residual lifetimes subject to failure, A topological proof of Sklar's theorem in arbitrary dimensions, Extensions of subcopulas, The key role of convexity in some copula constructions, Sklar's theorem derived using probabilistic continuation and two consistency results, Ordinal sums: from triangular norms to bi- and multivariate copulas, Baire category results for exchangeable copulas, Characterization of copulas with given diagonal and opposite diagonal sections, Measures of radial asymmetry for bivariate random vectors, Copulas related to piecewise monotone functions of the interval and associated processes, On the extension of signature-based representations for coherent systems with dependent non-exchangeable components, Polynomial bivariate copulas of degree five: characterization and some particular inequalities, Copulas, diagonals, and tail dependence, Multivariate copulas with hairpin support, Multivariate copulas, quasi-copulas and lattices, Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity, Unnamed Item, Extremal dependence concepts, New results on perturbation-based copulas, A Compendium of Copulas, A topological proof of Sklar's theorem, How to Prove Sklar’s Theorem, A measure of multivariate mutual complete dependence
Cites Work
- An introduction to copulas.
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Copulae of probability measures on product spaces
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Unified large-sample theory of general chi-squared statistics for tests of fit
- Uniform approximation of associative copulas by strict and non-strict copulas
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- Rearrangement inequalities for functionals with monotone integrands
- Operations on distribution functions not derivable from operations on random variables
- The Identity of Weak and Strong Extensions of Differential Operators
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item