On the construction of minimum information bivariate copula families

DOI10.1007/S10463-013-0422-0zbMath1336.62116OpenAlexW1982867206MaRDI QIDQ457279

Tim Bedford, Kevin James Wilson

Publication date: 26 September 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/44658/

zbMATH Keywords

informationuncertainty modellingexpert judgementbivariate copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Related Items (8)

A proper scoring rule for minimum information bivariate copulas ⋮ Unnamed Item ⋮ Vine copula approximation: a generic method for coping with conditional dependence ⋮ A practical non-parametric copula algorithm for system reliability with correlations ⋮ Geometry of discrete copulas ⋮ Minimum information dependence modeling ⋮ Unnamed Item ⋮ Unnamed Item

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• Uncertainty Analysis with High Dimensional Dependence Modelling
• Iterated nonlinear maps and Hilbert’s projective metric. II
• Minimally informative distributions with given rank correlation for use in uncertainty analysis
• Probability Theory

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