Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas

DOI10.1080/03610920802162672zbMath1292.94011OpenAlexW2156676617MaRDI QIDQ5494728

Josemar Rodrigues

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802162672

zbMATH Keywords

Laplace approximationArchimedean copulaKullback-Leibler distanceentropy model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Regression with given marginals
• Bivariate Logistic Distributions
• Bivariate Survival Models Induced by Frailties
• Multivariate Pareto Distributions
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Families of Multivariate Distributions

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