A more flexible counterpart of a Huang-Kotz's copula-type

03/24/2022
by   H. M. Barakat, et al.
0

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.

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