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Copula measures and Sklar's theorem in arbitrary dimensions - MaRDI portal

Copula measures and Sklar's theorem in arbitrary dimensions (Q5043795)

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scientific article; zbMATH DE number 7597074
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Copula measures and Sklar's theorem in arbitrary dimensions
scientific article; zbMATH DE number 7597074

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    Copula measures and Sklar's theorem in arbitrary dimensions (English)
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    6 October 2022
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    copulas
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    nonparanormal processes
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    R random variables and laws in infinite dimensions
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    Sklar's theorem
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    Wasserstein space
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