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BY-NC-ND 3.0 license Open Access Published by De Gruyter Open Access September 9, 2015

An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem

  • Frank Oertel
From the journal Dependence Modeling


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.


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Received: 2015-3-11
Accepted: 2015-8-12
Published Online: 2015-9-9

© 2015 Frank Oertel

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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