Junker, Markus (contributor) - 2003
distribution functions F1,...,Fn, and the dependence structure of an
n-dimensional random vector X, given by a copula CX. Sklar has … shown that the
relation H(x) = CX (F1 (x1),...,Fn(xn)) is fulfilled for all (x1,...,xn) in the
support of H, and for a …-dimensional
random variable (F1 (X1),...,Fn(Xn)), that has uniformly distributed margins
Fi(Xi) ∼U(0,1).
Naturally the question ”What is …