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stat.ME2023
(Re-)reading Sklar (1959) -- A personal view on Sklar's theorem
Gery Geenens
Some personal thoughts on Sklar's theorem and copulas after reading the original paper (Sklar, 1959) in French.
math.ST2023★ 1 cited
Towards a universal representation of statistical dependence
Gery Geenens
Dependence is undoubtedly a central concept in statistics. Though, it proves difficult to locate in the literature a formal definition which goes beyond the self-evident 'dependenc…