Maximum entropy copula with given diagonal section
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Publication:2348443
DOI10.1016/j.jmva.2015.01.003zbMath1329.62246arXiv1312.5219MaRDI QIDQ2348443
Jean-François Delmas, Cristina Butucea, Richard Fischer, Anne Dutfoy
Publication date: 12 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5219
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
Related Items
Unnamed Item, Diagonal plane sections of trivariate copulas, Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations, Geometry of discrete copulas, Coordinate-wise transformation of probability distributions to achieve a Stein-type identity, Bivariate distributions with ordered marginals
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