Joint dependence distribution of data set using optimizing Tsallis copula entropy

DOI10.1016/J.PHYSA.2019.121897MaRDI QIDQ2163100zbMATH OpenOpenAlexWikidataFDO

Authors Seyedeh Azadeh Fallah Mortezanejad, Gholam-Reza Mohtashami Borzadaran, Bahram Sadeghpour-Gildeh

Publication date 10 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.121897

zbMATH Keywords

copula functionmost entropy distributionSpearman's rhoTsallis and Shannon entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A copula entropy approach to correlation measurement at the country level
• A Mathematical Theory of Communication
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• Copulas with maximum entropy
• Extension of darmois-skitcvic theorem to functions of random variables satisfying an addition theorem
• scientific article; zbMATH DE number 51089 (Why is no real title available?)
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Mutual information equals copula entropy
• On nonparametric measures of dependence for random variables
• Ordinal Measures of Association
• Possible generalization of Boltzmann-Gibbs statistics.

Cited in

(2)

• Weighted Entropic Copula from Preliminary Knowledge of Dependence
• Non-parametric multivariate control chart using copula entropy

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