I have been spending dozens of hours trying to understand what copula is and how it works, but still I am not able to get my head straight.
I am reading the wiki page https://en.wikipedia.org/wiki/Copula_(probability_theory)#Mathematical_definition
how do I get C(u1,u2...ud) ?
After I get C, to use C, is below formula correct ?
CDF of (X1,X2,X3...) = Marginal distribution of X1 * Marginal distribution of X2 ... * C ?