Weighted Entropic Copula from Preliminary Knowledge of Dependence
| 31. März 2018
Über diesen Artikel
Online veröffentlicht: 31. März 2018
Seitenbereich: 223 - 240
Eingereicht: 28. Dez. 2016
Akzeptiert: 29. Juni 2017
DOI: https://doi.org/10.2478/auom-2018-0014
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© 2018
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC). We give an approximator for the copula function of this problem. Also, we discuss some asymptotical properties regarding the unknown parameters of the model.