(Re-)Reading Sklar (1959)—A Personal View on Sklar’s Theorem
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- Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
- Pravin Trivedi & David Zimmer, 2017. "A Note on Identification of Bivariate Copulas for Discrete Count Data," Econometrics, MDPI, vol. 5(1), pages 1-11, February.
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Keywords
Sklar’s theorem; copulas; subcopulas; dependence; margin-freeness;All these keywords.
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