An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
Frank Oertel
Dependence Modeling, Tome 3 (2015), / Harvested from The Polish Digital Mathematics Library
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We revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantile functions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitate some new results including a rigorous characterisation of an almost surely existing “left-invertibility” of distribution functions.

Publié le : 2015-01-01
EUDML-ID : urn:eudml:doc:275903 
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     author = {Frank Oertel},
     title = {An analysis of the R\"uschendorf transform - with a view towards Sklar's Theorem},
     journal = {Dependence Modeling},
     volume = {3},
     year = {2015},
     zbl = {06534016},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_demo-2015-0008}
}

Frank Oertel. An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem. Dependence Modeling, Tome 3 (2015) . http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_demo-2015-0008/

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