A non symmetric extension of Amblard-Girard copulas

A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family. In practical applications this copula has been shown to be somewhat limited and a symmetric extension of this family, known as the Amblard-Girard copula, has been introduced. We propose a new non symmetric extension of this family.

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Source https://hal.science/hal-00999399
Author Stoica, Emil
Maintainer CCSD
Last Updated May 5, 2026, 09:48 (UTC)
Created May 5, 2026, 09:48 (UTC)
Identifier hal-00999399
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Stefan Odobleja Academy of Cybernetics ; Dragan European University of Lugoj
creator Stoica, Emil
date 2014-06-03T00:00:00
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harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2024-04-19T00:00:00
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