Weighted Entropic Copula from Preliminary Knowledge of Dependence

DOI10.2478/AUOM-2018-0014zbMath1438.62099OpenAlexW2795077927MaRDI QIDQ5227882

Ioana Ileana Panait

Publication date: 7 August 2019

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

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

zbMATH Keywords

maximum entropy principlecopula functionweighted entropy

Mathematics Subject Classification ID

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

This page was built for publication: Weighted Entropic Copula from Preliminary Knowledge of Dependence