A constructive proof of the Sklar's theorem on copulas

A constructive proof of the Sklar's theorem on copulas

© 2014. Using the fact that the family of shuffles of min is dense in the family of all copulas under supremum norm and using a well-known result of W. Takahashi [10], we are able to give a new and constructive proof of the Sklar's Theorem on copulas.

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Bibliographic Details
Main Authors: Anakkamatee,W., Dhompongsa,S., Tasena,S.
Format: Article
Published: Yokohama Publishers 2015
Subjects:
Geometry and Topology
Control and Optimization
Applied Mathematics
Analysis
Online Access:http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84918512944&origin=inward
http://cmuir.cmu.ac.th/handle/6653943832/38831
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Institution: Chiang Mai University

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http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84918512944&origin=inward
http://cmuir.cmu.ac.th/handle/6653943832/38831

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