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Sklar’s theorem: The cornerstone of the Theory of Copulas

In: Copulas and Dependence Models with Applications

Author

Listed:
  • Manuel Úbeda-Flores

    (University of Almería, Department of Mathematics)

  • Juan Fernández-Sánchez

    (University of Almería, Department of Mathematics)

Abstract

In this contribution we present a complete study of the original proof of Sklar’s theorem, provide an alternative proof by using Zorn’s lemma, and review other proofs given in the literature.

Suggested Citation

  • Manuel Úbeda-Flores & Juan Fernández-Sánchez, 2017. "Sklar’s theorem: The cornerstone of the Theory of Copulas," Springer Books, in: Manuel Úbeda Flores & Enrique de Amo Artero & Fabrizio Durante & Juan Fernández Sánchez (ed.), Copulas and Dependence Models with Applications, chapter 0, pages 241-258, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-64221-5_15
    DOI: 10.1007/978-3-319-64221-5_15
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