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 (7)

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 ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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• Convex analysis and nonlinear optimization. Theory and examples.
• An introduction to copulas.
• An introduction to copulas. Properties and applications
• Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
• Vines -- a new graphical model for dependent random variables.
• On the integral equation \(kf=1/f\) arising in a problem in communication
• 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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