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A topological proof of Sklar’s theorem |
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| Authors: | Fabrizio Durante Juan Fernández-Sánchez Carlo Sempi |
| Institution: | 1. School of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy;2. Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain;3. Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento, Lecce, Italy |
| Abstract: | We present a proof of Sklar’s Theorem that uses topological arguments, namely compactness (under the weak topology) of the class of copulas and some density properties of the class of distribution functions. |
| Keywords: | Copula Sklar’s theorem |
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