A maximum entropy copula model for mixed data: representation, estimation and applications

DOI10.1080/10485252.2022.2117914OpenAlexW3193312389WikidataQ114099434 ScholiaQ114099434MaRDI QIDQ5051339

Subhadeep Mukhopadhyay

Publication date: 23 November 2022

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2022.2117914

zbMATH Keywords

maximum entropycategorical data analysisLP-Fourier transformcopula-logistic regressionself-adaptive copula modelunited statistical learning

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17)

Uses Software

• glmnet
• LPMode

Cites Work

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