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2015 | 3 | 1 |
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An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem

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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.
  • Deloitte LLP, Audit - Banking & Capital Markets, Hill House, 1 Little New Street, London,
    EC4A 3TR, UK
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