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

03/24/2022

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by H. M. Barakat, et al.

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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.

H. M. Barakat
1 publication
M. A. Alawady
1 publication
I. A. Husseiny
1 publication
M. A. Abd Elgawad
1 publication

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