Sklar's theorem derived using probabilistic continuation and two consistency results

DOI10.1016/j.jmva.2013.07.010zbMath1349.60012OpenAlexW2082853228MaRDI QIDQ391891

Olivier P. Faugeras

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.010

zbMATH Keywords

copulascouplingconcordance measuresa.s. constructionsSkorokhod representation theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (9)

Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ Convergence results for patchwork copulas ⋮ Extensions of subcopulas ⋮ On a high-dimensional model representation method based on copulas ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ New results on perturbation-based copulas ⋮ A Compendium of Copulas ⋮ Maximal coupling of empirical copulas for discrete vectors

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