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An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem

An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem AbstractWe revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantilefunctions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitatesome new results including a rigorous characterisation of an almost surely existing “left-invertibility”of distribution functions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem

Dependence Modeling , Volume 3 (1): 1 – Sep 9, 2015

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Publisher
de Gruyter
Copyright
© 2015 Frank Oertel
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2015-0008
Publisher site
See Article on Publisher Site

Abstract

AbstractWe revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantilefunctions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitatesome new results including a rigorous characterisation of an almost surely existing “left-invertibility”of distribution functions.

Journal

Dependence Modelingde Gruyter

Published: Sep 9, 2015

References