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Date: 16-4-2021
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Date: 30-3-2021
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Date: 13-4-2021
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Let be a two-dimensional distribution function with marginal distribution functions
and
. Then there exists a copula
such that
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Conversely, for any univariate distribution functions and
and any copula
, the function
is a two-dimensional distribution function with marginals
and
. Furthermore, if
and
are continuous, then
is unique.
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