Compacidad del Conjunto de las N-Cópulas

Abstract

In math copulations have become a powerful tool for modeling where multivariate dependence is of great interest. A copula describes the dependency structure of a multivariate random variable and, by its cumulative distribution, transforms the random variables into uniformly distributed variables, Abe Sklar demonstrated that it is possible to understand the dependency structure of a random vector across the framework from two facets : the first, that any multivariate distribution function of continuous random variables has an associated copula and the second, that the multivariate distribution function can be generated from a copula.This paper will reconstruct the demonstration of the compactness of the set of n-copulas that serves as a demonstration tool of the Sklar Theorem.