2 papers
math.ST2025
A Tractable Family of Smooth Copulas with Rotational Dependence: Properties, Inference, and Application
Michaël Lalancette, Robert Zimmerman
We introduce a new family of copula densities constructed from univariate distributions on . Although our construction is structurally simple, the resulting family is versat…
math.PR2022
A new family of smooth copulas with arbitrarily irregular densities
Michaël Lalancette, Robert Zimmerman
Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselv…