I recently became aware of the existence of the copula concept. So, I have been reading a few things about copulas lately, but I cannot seem to find information on the following question:
Let's say that I have marginals for the random variables a,b,c,d.
Is it possible to learn a copula from the 4 marginals p(a),p(b),p(c),p(d) that allows me to derive then any marginal I might be interested in?
E.g. once I have obtained the copula c(a,b,c,d), can I calculate the marginal for (a,d)?
Thank you in advance! N.