Sklar's theorem obtained via regularization techniques

DOI10.1016/J.NA.2011.09.006MaRDI QIDQ651148zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi

Publication date 8 December 2011

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2011.09.006

zbMATH Keywords

copula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cited in

(28)

• Sklar's theorem in an imprecise setting
• Baire category results for exchangeable copulas
• Characterization of copulas with given diagonal and opposite diagonal sections
• Extremal dependence concepts
• Measures of radial asymmetry for bivariate random vectors
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• New results on perturbation-based copulas
• A topological proof of Sklar's theorem in arbitrary dimensions
• The key role of convexity in some copula constructions
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• Multivariate copulas with hairpin support
• A topological proof of Sklar's theorem
• A measure of multivariate mutual complete dependence
• Extensions of subcopulas
• Dependence of exchangeable residual lifetimes subject to failure
• How to prove Sklar's theorem
• Sample d-copula of order m
• Copulas related to piecewise monotone functions of the interval and associated processes
• On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
• Sklar's theorem derived using probabilistic continuation and two consistency results
• A compendium of copulas
• Copulas, diagonals, and tail dependence
• A new proof of Sklar's theorem
• Multivariate copulas, quasi-copulas and lattices
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• AUK-based test for mutual independence and an index of mutual dependence
• 2-copulas and linear splines: necessary conditions and multivariate case
• An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem

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