Abstract
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.
- Title
- A topological proof of Sklar's theorem
- Creators
- Fabrizio DuranteJuan Fernández-SánchezCarlo Sempi
- Publication Details
- Applied Mathematics Letters, Vol.26(9), pp.945-948
- ISSN
- 0893-9659
- EISSN
- 1873-5452
- Series / Volume
- 26
- Publisher
- PERGAMON-ELSEVIER SCIENCE LTD
- Number of pages
- 4
- Identifiers
- (UNIBZ)1843260
991005773174001241 - Web of Science ID
- WOS:000320840800006
- Scopus ID
- 2-s2.0-84878488672
- Academic Unit
- Faculty of Economics and Management
- Language
- English
- Resource Type
- Journal article
- Author Names String
- Durante F, Fernández-Sánchez J, Sempi C
- Additional Description
- Projected: 3279