JDS Journal of Data Science 1683-86021680-743X1680-743X School of Statistics, Renmin University of China JDS1114 10.6339/23-JDS1114 Philosophies of Data Science The Philosophy of Copula Modeling: A Conversation with ChatGPT https://orcid.org/0000-0001-8009-4665 HofertMariusmhofert@hku.hk1∗ The University of Hong Kong, Department of Statistics and Actuarial Science, Hong Kong Email: mhofert@hku.hk. 2023111020232146196371872023192023 2023 The Author(s). Published by the School of Statistics and the Center for Applied Statistics, Renmin University of China.2023 Open access article under the CC BY license.

In the form of a scholarly exchange with ChatGPT, we cover fundamentals of modeling stochastic dependence with copulas. The conversation is aimed at a broad audience and provides a light introduction to the topic of copula modeling, a field of potential relevance in all areas where more than one random variable appears in the modeling process. Topics covered include the definition, Sklar’s theorem, the invariance principle, pseudo-observations, tail dependence and stochastic representations. The conversation also shows to what degree it can be useful (or not) to learn about such concepts by interacting with the current version of a chatbot.

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