How to prove Sklar's theorem

DOI10.1007/978-3-642-39165-1_12zbMATH Open1277.62137OpenAlexW61967827MaRDI QIDQ2864239FDOQ2864239

Authors: Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi 

Publication date: 6 December 2013

Published in: Aggregation Functions in Theory and in Practise (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-39165-1_12

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Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Martingales with discrete parameter (60G42)

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Cited In (4)

• Sklar's theorem obtained via regularization techniques
• Proving Sklar’s Theorem Via Zorn’s Lemma
• New results on perturbation-based copulas
• A new proof of Sklar's theorem

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