A topological proof of Sklar's theorem

نویسندگان

  • Fabrizio Durante
  • Juan Fernández-Sánchez
  • Carlo Sempi
چکیده

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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عنوان ژورنال:
  • Appl. Math. Lett.

دوره 26  شماره 

صفحات  -

تاریخ انتشار 2013