A topological proof of Sklar's theorem in arbitrary dimensions
DOI10.1515/demo-2022-0103zbMath1491.60022arXiv2101.08598OpenAlexW3121789635MaRDI QIDQ2148719
Dennis Schroers, Fred Espen Benth, Giulia Di Nunno
Publication date: 24 June 2022
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.08598
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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