(Re-)reading Sklar (1959) -- A personal view on Sklar's theorem
Methodology
2023-12-25 v2
Abstract
Some personal thoughts on Sklar's theorem and copulas after reading the original paper (Sklar, 1959) in French.
Cite
@article{arxiv.2312.08570,
title = {(Re-)reading Sklar (1959) -- A personal view on Sklar's theorem},
author = {Gery Geenens},
journal= {arXiv preprint arXiv:2312.08570},
year = {2023}
}