Back to Search
Start Over
Maximum Entropies Copulas.
- Source :
-
AIP Conference Proceedings . 3/14/2011, Vol. 1305 Issue 1, p329-336. 8p. - Publication Year :
- 2011
-
Abstract
- New families of copulas are obtained in a two-step process: first considering the inverse problem which consists of finding a joint distribution from its given marginals as the constrained maximization of some entropies (Shannon, Rényi, Burg, Tsallis-Havrda-Charvát), and then using Sklar's theorem, to define the corresponding copula. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 1305
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 59442242
- Full Text :
- https://doi.org/10.1063/1.3573634