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

copulascouplingconcordance measuresa.s. constructionsSkorokhod 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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• A Primer on Copulas for Count Data
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• An introduction to copulas.
• Asymptotic Statistics
• Asymptotic distributions of multivariate rank order statistics
• Bootstrapping general empirical measures
• Constraints on concordance measures in bivariate discrete data
• On the distributional transform, Sklar's theorem, and the empirical copula process
• Probability for Statisticians
• Relations between Weak and Uniform Convergence of Measures with Applications
• Sklar's theorem obtained via regularization techniques
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• Unified large-sample theory of general chi-squared statistics for tests of fit
• Weak convergence of empirical copula processes

Cited in

(18)

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

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