In this contribution we stress the importance of Sklar’s theorem and present a proof of this result that is based on the compactness of the class of copulas (proved via elementary arguments) and the use of mollifiers. More
How to Prove Sklar’s Theorem
DURANTE, FABRIZIO;SEMPI, Carlo
2013-01-01
Abstract
In this contribution we stress the importance of Sklar’s theorem and present a proof of this result that is based on the compactness of the class of copulas (proved via elementary arguments) and the use of mollifiers. MoreFile in questo prodotto:
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