Abstract
Abstract We use the notion of a checkerboard copula to give a short proof of Sklar’s theorem. Our analysis shows that the extension given in the proof of a subcopula to a copula amounts to a multilinear interpolation of the subcopula.
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© 2002 Springer Science+Business Media Dordrecht
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Carley, H., Taylor, M.D. (2002). A New Proof of Sklar’s Theorem. In: Cuadras, C.M., Fortiana, J., Rodriguez-Lallena, J.A. (eds) Distributions With Given Marginals and Statistical Modelling. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0061-0_4
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DOI: https://doi.org/10.1007/978-94-017-0061-0_4
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-6136-2
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