Copying
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The guys mention having a sketchbook where you simply try to copy another artist's work to figure out how they work, and that it should look like an exact replica.
Does that mean if it's a color illustration, I should be trying to copy the color, as well? What if they do their illustations digitally? That makes it difficult to mimic in a sketchbook.
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I believe you can copy as much or as little as you want. If it´s their color skills that impressed you, then obviously you should concentrate on making a color copy. If it´s the brushwork, then you should probably use the exact same medium. But if it’s the shape language or the stylization, then a sketch would be enough to commit that to memory. It´s up to you, really - there’s always something to learn from studying other artists`work, and the best way to study it is to make a copy.
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I agree with @smceccarelli & I think it's something that can be done digitally, traditionally, or in a sketch book. As she said, it really depends on what you are focusing on. If you want to study the artist & their technique in depth, I'd say it would be best to use the same media/method as the original, if possible.
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I have recently been doing some studies from artists I admire (mostly digital) and learned a lot by copying exactly using the same media,it was very informative as to how they were achieving certain techniques
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Sketchbooks don't have to be physical, they can be digital.
There are many ways to do copies. Like others have said, you can do exact copies or you can take one or a few aspects from a piece and just focus on that.
While it can be helpful to use the exact medium of the person you are studying, ultimately, you can use whatever medium you want. You can make a pencil sketch of someone's painted characters. You can do an oil painting of a digital piece. You can do a digital recreation of a watercolor painting. It just all depends what your goals are and what makes sense for the aspect you are studying.
If you are wanting to work traditionally, but are using a digital painting to study from, it's not necessarily difficult to mimic a digital illustration in a physical sketchbook. You can use alcohol markers, watercolor, gouache, acrylics, oil, etc. You can use any of these mediums on paper (you may need to prep the paper for acrylic and oil).