3 papers
stat.ME2011
Estimation procedures for a semiparametric family of bivariate copulas
Cécile Amblard, Stéphane Girard
In this paper, we propose simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their…
math.ST2011
Symmetry and dependence properties within a semiparametric family of bivariate copulas
Cécile Amblard, Stéphane Girard
In this paper, we study a semiparametric family of bivariate copulas. The family is generated by an univariate function, determining the symmetry (radial symmetry, joint symmetry)…
math.ST2011
A new bivariate extension of FGM copulas
Cécile Amblard, Stéphane Girard
We propose a new family of copulas generalizing the Farlie-Gumbel-Morgenstern family and generated by two univariate functions. The main feature of this family is to permit the mod…