On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the distributional transform, Sklar's theorem, and the empirical copula process |
scientific article |
Statements
On the distributional transform, Sklar's theorem, and the empirical copula process (English)
0 references
14 September 2009
0 references
empirical dependence functional
0 references
copula
0 references
quantile transform
0 references
0 references