## A new proof of Sklar’s theorem.(English)Zbl 1137.62336

Cuadras, Carles M. (ed.) et al., Distributions with given marginals and statistical modelling. Papers presented at the meeting, Barcelona, Spain, July 17–20, 2000. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0914-3/hbk). 29-34 (2002).
Summary: We use the notion of a checkerboard copula to giv a short proof of M. Sklar’s theorem [Publ. Inst. Stat. Univ. Paris 8, 229–231 (1960; Zbl 0100.14202)]. Our analysis shows that the extension given in the proof of a subcopula to a copula amounts to a multilinear interpolation of the subcopula
For the entire collection see [Zbl 1054.62002].

### MSC:

 62H05 Characterization and structure theory for multivariate probability distributions; copulas 60E05 Probability distributions: general theory

Zbl 0100.14202