Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas (Q5494728)

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scientific article; zbMATH DE number 6322712
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Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas
scientific article; zbMATH DE number 6322712

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    Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas (English)
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    29 July 2014
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    Archimedean copula
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    entropy model
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    Kullback-Leibler distance
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    Laplace approximation
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