English

A full scale Sklar's theorem in the imprecise setting

Probability 2023-08-28 v2

Abstract

In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we develop in order to do so are: (1) a theory on quasi-distributions based on an idea presented in a paper by R. Nelsen with collaborators; (2) starting from what is called (bivariate) pp-box in the above mentioned paper we propose some new techniques based on what we call restricted (bivariate) pp-box; and (3) a substantial extension of a theory on coherent imprecise copulas developed by M. Omladi\v{c} and N. Stopar in a previous paper in order to handle coherence of restricted (bivariate) pp-boxes. A side result of ours of possibly even greater importance is the following: Every bivariate distribution whether obtained on a usual σ\sigma-additive probability space or on an additive space can be obtained as a copula of its margins meaning that its possible extraordinariness depends solely on its margins. This might indicate that copulas are a stronger probability concept than probability itself.

Keywords

Cite

@article{arxiv.1912.05214,
  title  = {A full scale Sklar's theorem in the imprecise setting},
  author = {Matjaž Omladič and Nik Stopar},
  journal= {arXiv preprint arXiv:1912.05214},
  year   = {2023}
}

Comments

16 pages, minor changes

R2 v1 2026-06-23T12:42:30.834Z