Mixture representation of the maximum entropy density through Archimedean copulas

DOI10.1080/03610920802162672MaRDI QIDQ5494728zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Finite mixtures of MaxEnt distributions
• Using second-order probabilities to make maximum entropy approach to copulas more reasonable
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• Bayesian nonparametric estimation of a copula

Cites work

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