# Questions tagged [copula]

A copula is a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent or to model the structure of dependence between random variables, separately from the marginal distributions.

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### What does evalue the density of a fitted model at specific points mean?

I have read a description of R package and find the following: "Evaluate the density of the fitted model at (2.747, 0.1467, 0.13, 0.05334)". I do not understand what the author mean by ...
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### Normalizing daily data to simulate, and then de-normalize, N-day data

I am attempting to model an N-day joint density for a portfolio of assets. To keep things simple, I have assumed a Gaussian copula but have gotten pretty unrealistic results assuming lognormal returns....
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### Copula for 3 variables

I want to make Copula analysis for 3 variables to understand the dependency. I applied following code to obtain $c_{1,2}$ and $c_{1,3}$ ...
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### Why don't we see Copula Models as much as Regression Models?

Is there any reason that don't see Copula Models as much as we see Regression Models (e.g. https://en.wikipedia.org/wiki/Vine_copula, https://en.wikipedia.org/wiki/Copula_(probability_theory)) ? I ...
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### From marginal distribution to joint distribution with independence

Consider a random vector $(X,Y,Z)$, Let $f_X, f_Y, f_Z$ be the probability distributions of each component. Question: Does there always exist a distribution $f$ for the whole vector $(X,Y,Z)$ such ...
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### Does empirical cumulative distribution function (ECDF) has its Akaike information criterion (AIC)?

Working on multivariate distribution fitting, and right now I have marginal univariate transform models and a copula model. Was thinking if I pick ECDF for marginals, do I still have meaningful AIC? ...
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### Normality of sum of normal random variables

If $(X,Y)$ and $(X+Y,Z)$ both follow nondegenerate bivariate Gaussian distributions, is it possible that $(X,Y,Z)$ follow a nondegenerate trivariate distribution that is not Gaussian? I want to make a ...
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### Bivariate Distribution with Uniform Marginals is Bound to be Uniform?

If $X\sim U , Y\sim U$ , and $X,Y$ may be non-independent. Can we say the joint distribution of $X,Y$ is uniform?