In the framework of texture image retrieval, a new family of stochastic multivariate modeling is proposed based on Gaussian Copula and wavelet decompositions. We take advantage of copula paradigm which makes it possible to separate dependency structure from marginal behavior. We introduce two new multivariate models using respectively generalized Gaussian and Weibull density. These models capture both the subband marginal distributions and the correlation between wavelet coefficients. We derive, as a similarity measure, a closed form solution of the Jeffrey divergence between Gaussian Copula based multivariate models. Experimental results on the well-known databases show significant improvements in retrieval rates using the proposed method compared to the best known state-of-the-art approaches.