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Continuous and discrete variables with a copula?

  1. Nov 2, 2012 #1

    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?

  2. jcsd
  3. Nov 2, 2012 #2
    Yes - Sklar's theorem and its converse still applies.
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