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A New Proof of Sklar’s Theorem · Study

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ChapterA New Proof of Sklar’s Theorem

Holly Carley2002

Chapter2002

A New Proof of Sklar’s Theorem

Holly Carley · M. D. Taylor

39 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Probability and Statistical Research Advanced Algebra and Logic

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1999An Introduction to Copulas

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2011Sklar’s theorem obtained via regularization techniques 2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity 2004Measures of concordance determined by D4‐invariant copulas 2005Using Copulas to Model Switching Regimes with an Application to Child Labour*2015Convergence results for patchwork copulas 2013Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence 2017Extensions of subcopulas

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Year2002

Typechapter

Published2002-01-01

VenueSpringer eBooks

Languageen

Citations39

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-94-017-0061-0_4

openalex_workW1849980010

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