How to Prove Sklar’s Theorem View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2013

AUTHORS

Fabrizio Durante , Juan Fernández-Sánchez , Carlo Sempi

ABSTRACT

In this contribution we stress the importance of Sklar’s theorem and present a proof of this result that is based on the compactness of the class of copulas (proved via elementary arguments) and the use of mollifiers. More details about the procedure can be read in a recent paper by the authors. More... »

PAGES

85-90

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-39165-1_12

DOI

http://dx.doi.org/10.1007/978-3-642-39165-1_12

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1015514943


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