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

DOI10.1016/J.JMVA.2013.07.010zbMATH Open1349.60012OpenAlexW2082853228MaRDI QIDQ391891FDOQ391891

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

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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)

Cites Work

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• Sklar's theorem obtained via regularization techniques
• Title not available (Why is that?)
• A multivariate Bahadur-Kiefer representation for the empirical Copula process

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 constructive proof of the Sklar's theorem on copulas
• A full scale Sklar's theorem in the imprecise setting
• An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Convergence results for patchwork copulas
• 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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