Let us say $X=(X_1,X_2)'$, where $X\in \mathbb{R}^{2}$ and we have a copula of the form $C(F_{X_1}(x_1),F_{X_2}(x_2))$. What would $\mathbb{E}_X\left[C(F_{X_1}(x_1),F_{X_2}(x_2))\right]$?
2026-02-23 10:45:31.1771843531
What is the expectation of a copula function?
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