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stat.ME2026
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…
stat.ME2022
Non-parametric Clustering of Multivariate Populations with Arbitrary Sizes
Yves Ismaël Ngounou Bakam, Denys Pommeret
We propose a clustering procedure to group K populations into subgroups with the same dependence structure. The method is adapted to paired population and can be used with panel da…