Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708039 | Applied Mathematics Letters | 2013 | 4 Pages |
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.
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Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi,