Could I have a mathematical defintion of the upper copula ? Is it between two different variable like (X1, X2) or only between same variable (X1, X1) ?
I'm not familiar with this term.
Thank you in advance for your answers
Could I have a mathematical defintion of the upper copula ? Is it between two different variable like (X1, X2) or only between same variable (X1, X1) ?
I'm not familiar with this term.
Thank you in advance for your answers
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