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.
A topological proof of Sklar’s theorem
DURANTE, FABRIZIO;SEMPI, Carlo
2013-01-01
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.File in questo prodotto:
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