高斯copular 目的不是为了计算相关系数矩阵吧

问题如下：

Regarding Gaussian copula, which of the following statements is not correct?

选项：

A.

In order to define the correlation matrix easier, Gaussian copula model transforms the original distributions.

B.

To simplify statistical problems, Gaussian copula maps the marginal distribution of each variable to a standard normal distribution.

C.

By defining the mathematical relationship between the marginal distribution and the unknown distribution, each variable can be mapped to the new distribution.

D.

A Gaussian copula is among the most applied copulas in finance.

解释：

C is correct.

考点：copula function

解析：Gaussian copula map的是观测值的marginal distribution和标准正态分布，而不是unknown的分布。