Copulas in Hilbert spaces

DOI10.1080/17442508.2016.1158821zbMath1362.60009arXiv1509.06941OpenAlexW2237532636WikidataQ59225599 ScholiaQ59225599MaRDI QIDQ2974862

Erika Hausenblas, Markus Riedle

Publication date: 11 April 2017

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.06941

zbMATH Keywords

copulaHilbert spaceSklar's theorem

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (1)

A topological proof of Sklar's theorem in arbitrary dimensions

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