A full scale Sklar's theorem in the imprecise setting
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) -box in the above mentioned paper we propose some new techniques based on what we call restricted (bivariate) -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) -boxes. A side result of ours of possibly even greater importance is the following: Every bivariate distribution whether obtained on a usual -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.
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