Abe Sklar

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Abe Sklar is an American mathematician, a professor emeritus of applied mathematics at the Illinois Institute of Technology.[1]

Sklar was a student of Tom M. Apostol at the California Institute of Technology, where he earned his Ph.D. in 1956. In turn, his students at IIT have included geometers Clark Kimberling and Marjorie Senechal.[2]

In 1959, Sklar introduced the notion of and the name of "copulas" into probability theory and proved the theorem that bears his name, Sklar's theorem. [3] That is, that multivariate cumulative distribution functions can be expressed in terms of copulas.[4] The Schweizer–Sklar t-norms are also named after Sklar and Berthold Schweizer, who studied them together in the early 1960s.

References

  1. ^ Faculty profile, IIT, retrieved 2013-07-16.
  2. ^ Abe Sklar at the Mathematics Genealogy Project
  3. ^ Fabrizio Durante and Carlo Sempi (2016) Principles of Copula Theory, CRC Press, pp. ix
  4. ^ Sklar, A. (1959), "Fonctions de répartition à n dimensions et leurs marges", Publ. Inst. Statist. Univ. Paris (in French), 8: 229–231.