Copulas with maximum entropy (Q691414): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: Matlab / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11590-010-0254-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1992731417 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q56935414 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3932576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4061081 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5834711 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex analysis and nonlinear optimization. Theory and examples. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropy minimization, \(DAD\) problems, and doubly stochastic kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Estimation of Semiparametric Multivariate Copula Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric estimation procedure of dependence parameters in multivariate families of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests for copulas: A review and a power study / rank
 
Normal rank
Property / cites work
 
Property / cites work: On copulas and their diagonals / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matching the grade correlation coefficient using a copula with maximum disorder / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate extensions of Spearman's rho and related statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market / rank
 
Normal rank

Latest revision as of 23:16, 5 July 2024

scientific article
Language Label Description Also known as
English
Copulas with maximum entropy
scientific article

    Statements

    Copulas with maximum entropy (English)
    0 references
    0 references
    0 references
    0 references
    30 November 2012
    0 references
    0 references
    copula
    0 references
    maximum entropy
    0 references
    grade correlation
    0 references
    Fenchel duality
    0 references
    0 references
    0 references