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Correct terminology regarding non parametric copula function

  1. Mar 28, 2013 #1
    Hi,

    If you modeled dependent random variables using normal copula function you would say the following when describing the process of simulating values

    "simulate x,y,z from multivariate standard normal distribution with correlation p"

    My question is if you modeled dependent random variables using a non-parametric copula function what would be the correct terminology when describing the process of simulating values

    "simulate x,y,z from multivariate standard normal distribution with correlation p"

    Thank you
     
  2. jcsd
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