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 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.
2019 ◽
Vol 34
(2)
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pp. 183-199
2014 ◽
Vol 178
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pp. 383-397
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1986 ◽
Vol 44
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pp. 2-5
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1997 ◽
Vol 48
(8)
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pp. 849-849
Keyword(s):
1997 ◽
Vol 7
(C2)
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pp. C2-577-C2-578
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1998 ◽
Vol 08
(PR7)
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pp. Pr7-33-Pr7-42
1987 ◽
Vol 48
(11)
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pp. 1981-1989
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