Introduces Lancaster copulas from orthogonal expansions of Lancaster probabilities, derives infinite series for the copula and density, and tests low-order truncations numerically.
Probabilités de Lancaster.Expositiones Mathe- maticae, 14, 247–276
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Lancaster copulas
Introduces Lancaster copulas from orthogonal expansions of Lancaster probabilities, derives infinite series for the copula and density, and tests low-order truncations numerically.