{"ID":5676047,"CreatedAt":"2026-07-03T01:40:09.565152011Z","UpdatedAt":"2026-07-05T00:20:42.556504712Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2607.01558","arxiv_id":"2607.01558","title":"Lancaster copulas","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.","short_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 app...","url_abs":"https://arxiv.org/abs/2607.01558","url_pdf":"https://arxiv.org/pdf/2607.01558v1","authors":"[\"Angelo Efoevi Koudou\",\"Yves I. Ngounou Bakam\",\"Denys Pommeret\"]","published":"2026-07-02T00:25:58Z","proceeding":"stat.ME","tasks":"[\"stat.ME\",\"math.ST\",\"stat.AP\"]","methods":"[]","has_code":false}