Lancaster copulas
Methodology
2026-07-02 v1 Statistics Theory
Applications
Abstract
We introduce a new copula class, called Lancaster copulas, built from orthogonal expansions of continuous Lancaster probabilities. We derive infinite-series representations for the copula and its density, study truncation effects, and show in numerical experiments that low-order truncations already provide accurate approximation.
Cite
@article{arxiv.2607.01558,
title = {Lancaster copulas},
author = {Angelo Efoevi Koudou and Yves I. Ngounou Bakam and Denys Pommeret},
journal= {arXiv preprint arXiv:2607.01558},
year = {2026}
}
Comments
3 figures