Sklar’s theorem: The cornerstone of the Theory of Copulas

Conference paper

Abstract

In this contribution we present a complete study of the original proof of Sklar’s theorem, provide an alternative proof by using Zorn’s lemma, and review other proofs given in the literature.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Manuel Úbeda-Flores
    • 1
  • Juan Fernández-Sánchez
    • 1
  1. 1.Department of MathematicsUniversity of AlmeríaAlmeríaSpain

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