Härdle, Wolfgang (contributor); Okhrin, Ostap (contributor) - 2008
is the subject of this section. There are several equivalent definitions
of the copula function. We define it as a … distribu-
tion function into the copula function and margins is formalized in the next
theorem (Nelsen (2006), Theorem 2 … standard elliptical distributions by
keeping the same elliptical copula function and varying the marginal distribu-
tions or …