Copula

Borrowing from la {{2}} copula ("bond, tie"), which see.

Full definition of copula

(plural copulas or copulae)

(linguistics, grammar) A word, usually a verb, used to link the subject of a sentence with a predicate (usually a subject complement or an adverbial), that unites or associates the subject with the predicate.

1994, Randall Hendrick, 8: The Brythonic Celtic copula and head raising, David Lightfoot, Norbert Hornstein (editors), Verb Movement, page 163,I begin by arguing in section 2 that there are in fact at least two Celtic copulas, a grammatical copula that simply spells out tense and agreement, and a substantive copula formed on a lexically listed verbal stem.
2002, Quentin Smith, Language and Time, page 189,The theory of conjunctively tensed copulae will be developed and stated with more precision in the following section.
2003, Giuliano Bernini, The copula in learner Italian: Finiteness and verbal inflection, Christine Dimroth, Marianne Starren (editors), Information Structure and the Dynamics of Language Acquisition, page 159,This paper explores the position of the copula in the development of the verb system in second language acquisition of Italian.
2006, Christine Czinglar, Antigone KatiÄ‰iÄ‡, Katharina KÃ¶hler, Chris Schaner-Wolles, Strategies in the L1-Acquisition of Predication: The Copula Construction in German and Croatian, Natalia Gagarina, Insa GÃ¼lzow (editors), page 95,The present study focuses on the acquisition of a specific verbal element, namely the copula, in predicative constructions in a cross-linguistic perspective (English, German, Croatian).

(statistics) A function that represents the association between two or more variables, independent of the individual marginal distributions of the variables.

2009, March 10, Dennis Overbye, Mathematical Model and the Mortgage Mess, In 2000, David X. Li, a banker with a doctorate in statistics who was then at RiskMetrics, part of J. P. Morgan Chase, began using mathematical functions called Gaussian copulas to estimate the likelihood of corporationsâ€™ dying in unison.
2009, N. Balakrishnan, Chin-Diew Lai, Continuous Bivariate Distributions, page 59,There is little statistical theoretical theory for copulas. Sensitivity studies of estimation procedures and goodness-of-fit tests for copulas are unknown.
2011, Julian Shaw, Chapter 16: Julian Shaw, Richard R. Lindsey, Barry Schachter (editors), How I Became a Quant: Insights from 25 of Wall Street's Elite, page 240,Copulas provide an example of the haphazard evolution of quantitative finance. The key result is Sklar's theorem, which says that one can characterize any multivariate probability distribution by its copula (which specifies the correlation structure) and its marginal distributions (the conditional one dimensional distributions). Thus one can create multivariate distributions by mixing and matching copulas and marginal distributions.
2011, Ostap Okhrin, Chapter 17: Fitting High-Dimensional Copulae to Data, Jin-Chuan Duan, Wolfgang Karl HÃ¤rdle, James E. Gentle (editors), Handbook of Computational Finance, page 482,A recently developed flexible method is provided by hierarchical Archimedean copulae (HAC).