A topological proof of Sklar's theorem

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Abstract

We present a proof of Sklar's Theorem that uses topological arguments, namely compactness (under the weak topology) of the class of copulas and some density properties of the class of distribution functions. © 2013 Elsevier Ltd. All rights reserved.

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Durante, F., Fernández-Sánchez, J., & Sempi, C. (2013). A topological proof of Sklar’s theorem. Applied Mathematics Letters, 26(9), 945–948. https://doi.org/10.1016/j.aml.2013.04.005

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