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

DOI10.1016/j.jmva.2013.07.010zbMath1349.60012MaRDI QIDQ391891

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

copulas; coupling; concordance measures; a.s. constructions; Skorokhod representation theorem

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

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