dc.date.accessioned | 2022-04-26T16:17:27Z | |
dc.date.available | 2022-04-26T16:17:27Z | |
dc.date.created | 2022-04-22T07:47:47Z | |
dc.date.issued | 2022 | |
dc.identifier.citation | Benth, Fred Espen Nunno, Giulia Di Schroers, Dennis . A topological proof of Sklar’s theorem in arbitrary dimensions. Dependence Modeling. 2022, 10(1), 22-28 | |
dc.identifier.uri | http://hdl.handle.net/10852/93802 | |
dc.description.abstract | Abstract
Copulas are appealing tools in multivariate probability theory and statistics. Nevertheless, the transfer of this concept to infinite dimensions entails some nontrivial topological and functional analytic issues, making a deeper theoretical understanding indispensable toward applications. In this short work, we transfer the well-known property of compactness of the set of copulas in finite dimensions to the infinite-dimensional framework. As an application, we prove Sklar’s theorem in infinite dimensions via a topological argument and the notion of inverse systems. | |
dc.language | EN | |
dc.rights | Attribution 4.0 International | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.title | A topological proof of Sklar’s theorem in arbitrary dimensions | |
dc.title.alternative | ENEngelskEnglishA topological proof of Sklar’s theorem in arbitrary dimensions | |
dc.type | Journal article | |
dc.creator.author | Benth, Fred Espen | |
dc.creator.author | Nunno, Giulia Di | |
dc.creator.author | Schroers, Dennis | |
cristin.unitcode | 185,15,13,0 | |
cristin.unitname | Matematisk institutt | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |
dc.identifier.cristin | 2018285 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Dependence Modeling&rft.volume=10&rft.spage=22&rft.date=2022 | |
dc.identifier.jtitle | Dependence Modeling | |
dc.identifier.volume | 10 | |
dc.identifier.issue | 1 | |
dc.identifier.startpage | 22 | |
dc.identifier.endpage | 28 | |
dc.identifier.doi | https://doi.org/10.1515/demo-2022-0103 | |
dc.identifier.urn | URN:NBN:no-96319 | |
dc.type.document | Tidsskriftartikkel | |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 2300-2298 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/93802/4/10.1515_demo-2022-0103.pdf | |
dc.type.version | PublishedVersion | |
dc.relation.project | NFR/274410 | |