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How to Prove Sklar's Theorem
Book chapter   Peer reviewed

How to Prove Sklar's Theorem

Fabrizio Durante, J Fernandez-Sanchez and Carlo Sempi
Aggregation functions in theory and in practise: Proceedings of the 7th International Summer School on Aggregation Operators at the Public University of Navarra, Pamplona, Spain, July 16-20 2013, Vol.228, pp.85-90
Advances in Intelligent Systems and Computing, 228, Springer
01/01/2013
DOI: https://doi.org/10.1007/978-3-642-39165-1_12
Handle:
https://hdl.handle.net/10863/465

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. More details about the procedure can be read in a recent paper by the authors.

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