Mixture representation of the maximum entropy density through Archimedean copulas

DOI10.1080/03610920802162672zbMATH Open1292.94011OpenAlexW2156676617MaRDI QIDQ5494728FDOQ5494728

Authors: Josemar Rodrigues 

Publication date: 29 July 2014

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802162672

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zbMATH Keywords

Kullback-Leibler distanceLaplace approximationArchimedean copulaentropy model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17)

Cites Work

• Bivariate Survival Models Induced by Frailties
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Families of Multivariate Distributions
• Bivariate Logistic Distributions
• Multivariate Pareto Distributions
• Regression with given marginals

Cited In (2)

• Copulas with maximum entropy
• CHECKERBOARD COPULAS OF MAXIMUM ENTROPY WITH PRESCRIBED MIXED MOMENTS

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