A topological proof of Sklar's theorem

被引：36

作者：

Durante, Fabrizio ^{[1
]}

Fernandez-Sanchez, Juan ^{[2
]}

Sempi, Carlo ^{[3
]}

机构：

[1] Free Univ Bozen Bolzano, Sch Econ & Management, Bolzano, Italy

[2] Univ Almeria, Grp Invest Anal Matemat, La Canada De San Urbano, Almeria, Spain

[3] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, Lecce, Italy

来源：

APPLIED MATHEMATICS LETTERS | 2013年 / 26卷 / 09期

关键词：

Copula; Sklar's theorem;

D O I：

10.1016/j.aml.2013.04.005

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. (C) 2013 Elsevier Ltd. All rights reserved.

引用

页码：945 / 948

页数：4

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