Electronic correlation is a fundamental topic in many-electron systems. To characterize this correlation, one may introduce the concept of exchange-correlation hole. In this paper, we first briefly revisit its definition and relation to electron and geminal densities, followed by their intimate relations to copula functions in probability theory and statistics. We then propose a copula-based approach to estimate the exchange-correlation hole from the electron density. It is anticipated that the proposed scheme would become a promising ingredient towards the future development of strongly correlated electronic structure calculations.