A short note on multivariate dependence modeling

MaRDI QIDQ2871608zbMATH OpenFDO

Authors Vladislav Bína, Radim Jiroušek

Publication date 8 January 2014

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://www.kybernetika.cz/content/2013/3/420

zbMATH Keywords

entropyFrank copulaiterative proportional fitting procedure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17)

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Cited in

(3)

• Lectures on dependency. Selected topics in multivariate statistics
• Composition operator for densities of continuous variables
• Multivariate dependence modeling based on comonotonic factors

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