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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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

id	th-cmuir.6653943832-38831
record_format	dspace
spelling	th-cmuir.6653943832-388312015-06-16T07:54:20Z A constructive proof of the Sklar's theorem on copulas Anakkamatee,W. Dhompongsa,S. Tasena,S. Geometry and Topology Control and Optimization Applied Mathematics Analysis © 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. 2015-06-16T07:54:20Z 2015-06-16T07:54:20Z 2014-01-01 Article 13454773 2-s2.0-84918512944 http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84918512944&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/38831 Yokohama Publishers
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Geometry and Topology Control and Optimization Applied Mathematics Analysis
spellingShingle	Geometry and Topology Control and Optimization Applied Mathematics Analysis Anakkamatee,W. Dhompongsa,S. Tasena,S. A constructive proof of the Sklar's theorem on copulas
description	© 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.
format	Article
author	Anakkamatee,W. Dhompongsa,S. Tasena,S.
author_facet	Anakkamatee,W. Dhompongsa,S. Tasena,S.
author_sort	Anakkamatee,W.
title	A constructive proof of the Sklar's theorem on copulas
title_short	A constructive proof of the Sklar's theorem on copulas
title_full	A constructive proof of the Sklar's theorem on copulas
title_fullStr	A constructive proof of the Sklar's theorem on copulas
title_full_unstemmed	A constructive proof of the Sklar's theorem on copulas
title_sort	constructive proof of the sklar's theorem on copulas
publisher	Yokohama Publishers
publishDate	2015
url	http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84918512944&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/38831
_version_	1681421544798027776

A constructive proof of the Sklar's theorem on copulas

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