Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
copulas
joint distribution functions |
| gptkbp:describes |
relationship between multivariate distribution functions and their marginals
|
| gptkbp:field |
gptkb:probability_theory
statistics |
| https://www.w3.org/2000/01/rdf-schema#label |
Sklar's theorem
|
| gptkbp:implies |
existence of copulas
|
| gptkbp:namedAfter |
Abe Sklar
|
| gptkbp:originalLanguage |
English
|
| gptkbp:publishedIn |
Publications of the American Mathematical Society
|
| gptkbp:state |
any multivariate cumulative distribution function can be expressed in terms of its marginals and a copula
|
| gptkbp:usedIn |
gptkb:machine_learning
finance risk management dependence modeling |
| gptkbp:yearProposed |
1959
|
| gptkbp:bfsParent |
gptkb:Abraham_Sklar
|
| gptkbp:bfsLayer |
7
|