A New Proof of Sklar’s Theorem

H. Carley and M. D. Taylor
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H. Carley: University of Virginia
M. D. Taylor: University of Central Florida

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 29-34 from Springer

Abstract: Abstract Abstract We use the notion of a checkerboard copula to give a short proof of Sklar’s theorem. Our analysis shows that the extension given in the proof of a subcopula to a copula amounts to a multilinear interpolation of the subcopula.

Keywords: Sklar’s Theorem; Copulas; 60E05; 62H99 (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-0061-0_4

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DOI: 10.1007/978-94-017-0061-0_4

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