A simple proof of the theorem of Sklar and its extension to distribution functions

Gane Samb Lo

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arXiv · 1803.00409

A simple proof of the theorem of Sklar and its extension to distribution functions

Gane Samb Lo

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Abstract

In this note we provide a quick proof of the Sklar's Theorem on the existence of copulas by using the generalized inverse functions as in the one dimensional case, but a little more sophisticated.

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Gane Samb Lo. 2018-03-01. A simple proof of the theorem of Sklar and its extension to distribution functions. https://arxiv.org/abs/1803.00409

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