copula (plural copulas)
- (grammar) An auxiliary verb that shows equivalence. (e.g. is)
- (statistics) A measure of association between two or more variables, independent of the individual marginal distributions of the variables. Sklar"s theorem states this is always possible, and if the marginal distributions are continuous, then the copula is unique. Basically, the copula density plots the quantiles of the variable against each other, and the copula C(x1,x2,...)=Integral from (0,0,0...) to (X1=x1,X2=x2,...) of the copula density. The copula is always a number between zero and one. If the marginals are Gaussian and you use a Gaussian copula, you get a correlation.
6 letters in word "copula": A C L O P U.
Anagrams of copula:
Words found within copula: