Sklar´s Theorem in Finite Settings

This paper deals with the well-known Sklar´s theorem, which shows how joint distribution functions are related to their marginals by means of copulas. The main goal is to prove a discrete version of this theorem involving copula-like operators defined on a finite chain, that will be called discrete copulas. First, the idea of subcopulas in this finite setting is introduced and the problem of extending a subcopula to a copula is solved. This is precisely the key point which allows to state and prove the discrete version of Sklar´s theorem.