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: | , , |
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| Format: | Article |
| Published: |
Yokohama Publishers
2015
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| Subjects: | |
| 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 |