Sklar’s theorem: The cornerstone of the Theory of Copulas

Manuel Úbeda-Flores () and Juan Fernández-Sánchez ()
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Manuel Úbeda-Flores: University of Almería, Department of Mathematics
Juan Fernández-Sánchez: University of Almería, Department of Mathematics

Chapter Chapter 15 in Copulas and Dependence Models with Applications, 2017, pp 241-258 from Springer

Abstract: Abstract In this contribution we present a complete study of the original proof of Sklar’s theorem, provide an alternative proof by using Zorn’s lemma, and review other proofs given in the literature.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-64221-5_15

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DOI: 10.1007/978-3-319-64221-5_15

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