Sklar's theorem derived using probabilistic continuation and two consistency results

DOI10.1016/J.JMVA.2013.07.010MaRDI QIDQ391891zbMATH OpenOpenAlexFDO

Authors Olivier P. Faugeras

Publication date 13 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.07.010

zbMATH Keywords

a.s. constructionsconcordance measurescopulascouplingSkorokhod representation theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• Weak convergence of empirical copula processes

Cited in

(20)

• Inference for copula modeling of discrete data: a cautionary tale and some facts
• Sklar's theorem in an imprecise setting
• New results on perturbation-based copulas
• On a high-dimensional model representation method based on copulas
• A full scale Sklar's theorem in the imprecise setting
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• A topological proof of Sklar's theorem
• Maximal coupling of empirical copulas for discrete vectors
• Extensions of subcopulas
• How to prove Sklar's theorem
• Convergence results for patchwork copulas
• A compendium of copulas
• A new proof of Sklar's theorem
• A constructive proof of the Sklar's theorem on copulas
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Sklar's theorem obtained via regularization techniques
• Representation of the infimum and supremum of a family of multivariate distribution functions
• Grid-uniform copulas and rectangle exchanges: Bayesian model and inference for a rich class of copula functions
• AUK-based test for mutual independence and an index of mutual dependence
• An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem

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