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Refers to the conditions under which a statistics procedure yields valid estimates and/or inference. E.g., many statistical techniques require the assumption that the data are randomly sampled in some way. Theoretical results about estimators usually require assumptions about the data generating mechanism.

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Why do copulas need the i.i.d assumption for marginal distribution?

Does anyone know if are there some assumptions for Copula method? I heard from someone that the data should be i.i.d (independent and identically distributed). …
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