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A proper scoring rule for minimum information bivariate copulas - MaRDI portal

A proper scoring rule for minimum information bivariate copulas (Q6200946)

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scientific article; zbMATH DE number 7823268
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A proper scoring rule for minimum information bivariate copulas
scientific article; zbMATH DE number 7823268

    Statements

    A proper scoring rule for minimum information bivariate copulas (English)
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    25 March 2024
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    copula
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    homogeneity
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    Kullback-Leibler divergence
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    multi-point locality
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    normalizing function
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