Title: On Sklar's theorem with multivariate marginals
Authors: Piotr Jaworski - University of Warsaw (Poland) [presenting]
Abstract: The well-known Sklar's theorem gives a characterization of a family of multivariate distribution functions with given univariate marginals. We will characterize a family of multivariate distribution functions with given multivariate marginals. Furthermore, we will present an algorithm how to construct such distribution functions.