Continuous and discrete variables with a copula?

bradyj7
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Hi,

I have 3 correlated variables that I wish to model with a copula function. 2 of the variables are continuous and 1 is discrete.

My question is, generally speaking can you model continuous and discrete variables within the same copula? Yes/No?

Thanks
 
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Yes - Sklar's theorem and its converse still applies.
 

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