16 citations · 31 across the 5 of their papers we have counts for
5 papers
Lancaster copulas
Angelo Efoevi Koudou, Yves I. Ngounou Bakam, Denys Pommeret
We introduce a new copula class, called Lancaster copulas, built from orthogonal expansions of continuous Lancaster probabilities. We derive infinite-series representations for the…
About the Stein equation for the generalized inverse Gaussian and Kummer distributions
Essomanda Konzou, Angelo Koudou
We propose a Stein characterization of the Kummer distribution on (0, ). This result follows from our observation that the density of the Kummer distribution satisfies a ce…
Characterizations of GIG laws: a survey complemented with two new results
Angelo Efoevi Koudou, Christophe Ley
Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization…
Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models
Angelo Efoevi Koudou, Christophe Ley
The standard efficient testing procedures in the Generalized Inverse Gaussian (GIG) family (also known as Halphen Type A family) are likelihood ratio tests, hence rely on Maximum L…
Independence properties of the Matsumoto--Yor type
A. E. Koudou, P. Vallois
We define Letac-Wesolowski-Matsumoto-Yor (LWMY) functions as decreasing functions from onto with the following property: there exist independent, positive…