arXiv Analytics

Sign in

arXiv:2101.08598 [math.PR]AbstractReferencesReviewsResources

A Topological Proof of Sklar's Theorem in Arbitrary Dimensions

Fred Espen Benth, Giulia Di Nunno, Dennis Schroers

Published 2021-01-21Version 1

We prove Sklar's theorem in infinite dimensions via a topological argument and the notion of inverse systems.

Comments: 6 pages
Categories: math.PR, math.ST, stat.TH
Subjects: 60E05, 62H05, 62H20, 28C20, G.3
Related articles: Most relevant | Search more
arXiv:2012.11530 [math.PR] (Published 2020-12-21)
Copula Measures and Sklar's Theorem in Arbitrary Dimensions
arXiv:1601.02121 [math.PR] (Published 2016-01-09)
Sklar's Theorem in an Imprecise Setting
arXiv:1002.2124 [math.PR] (Published 2010-02-10)
The fractional Poisson measure in infinite dimensions

Links

Toolbox