How to prove Sklar's theorem

DOI10.1007/978-3-642-39165-1_12MaRDI QIDQ2864239zbMATH OpenOpenAlexFDO

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

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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• Sklar's theorem obtained via regularization techniques
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Cited in

(9)

• A new proof of Sklar's theorem
• New results on perturbation-based copulas
• A topological proof of Sklar's theorem
• Sklar's theorem derived using probabilistic continuation and two consistency results
• A constructive proof of the Sklar's theorem on copulas
• A topological proof of Sklar's theorem in arbitrary dimensions
• An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem
• Sklar's theorem obtained via regularization techniques
• Proving Sklar’s Theorem Via Zorn’s Lemma

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