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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

Citations:

Zbl 0100.14202
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