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math.ST2013★ 1 cited
Bivariate copulas defined from matrices
Cécile Amblard, Stephane Girard, Ludovic Menneteau
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to o…
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…