Hi everyone,

I am new to the copula and especially the estimation of copula with discrete marginal distributions. For example, I have the data of 30 discrete random count variables from X_1 to X_30, some X_j has Poisson distribution, some X_j has negative binomial distribution. I assume want to estimate a copula to model the joint distribution of these 30 random variables.

Would you please suggest me some good methods in your point of view to do so and if possible, an article or an example of a R package to implement the method. Thank you very much for your help!