Weighted Entropic Copula from Preliminary Knowledge of Dependence

DOI10.2478/AUOM-2018-0014MaRDI QIDQ5227882zbMATH OpenOpenAlexFDO

Authors Ioana Ileana Panait

Publication date 7 August 2019

Published in Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/auom-2018-0014

zbMATH Keywords

copula functionmaximum entropy principleweighted entropy

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Measures of information, entropy (94A17)

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(1)

• Copulas with maximum entropy

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