Copulas with maximum entropy

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Publication:691414


DOI10.1007/s11590-010-0254-2zbMath1280.90093WikidataQ56935414 ScholiaQ56935414MaRDI QIDQ691414

Julia Piantadosi, Jonathan M. Borwein, Phil G. Howlett

Publication date: 30 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-010-0254-2


90C25: Convex programming

60E05: Probability distributions: general theory


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