Abstract | ||
---|---|---|
We present a proof of Sklar’s Theorem that uses topological arguments, namely compactness (under the weak topology) of the class of copulas and some density properties of the class of distribution functions. |
Year | DOI | Venue |
---|---|---|
2013 | 10.1016/j.aml.2013.04.005 | Applied Mathematics Letters |
Keywords | Field | DocType |
Copula,Sklar’s theorem | Discrete mathematics,Topology,Weak topology,Mathematical analysis,Copula (linguistics),Compact space,Distribution function,Mathematics | Journal |
Volume | Issue | ISSN |
26 | 9 | 0893-9659 |
Citations | PageRank | References |
1 | 0.63 | 1 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Fabrizio Durante | 1 | 391 | 59.28 |
Juan Fernández-Sánchez | 2 | 88 | 15.63 |
Sempi, C. | 3 | 163 | 27.72 |