Continuous and discrete variables with a copula?

[bradyj7]

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

 

[bpet]

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