A more flexible counterpart of a Huang-Kotz's copula-type
Methodology
2022-03-28 v1 Statistics Theory
Statistics Theory
Abstract
We propose a more flexible symmetric counterpart of the Huang-Kotz's copula of the 1st type. Both the counterpart and Huang-Kotz's copula of the 1st type provide the same improvement of the correlation level. Moreover, the proposed copula includes special cases of many other extensions of the Farlie-Gumbel-Morgenstern (FGM) copula.
Keywords
Cite
@article{arxiv.2203.13666,
title = {A more flexible counterpart of a Huang-Kotz's copula-type},
author = {H. M. Barakat and M. A. Alawady and I. A. Husseiny and M. A. Abd Elgawad},
journal= {arXiv preprint arXiv:2203.13666},
year = {2022}
}