À propos de cet article
Publié en ligne: 31 mars 2018
Pages: 223 - 240
Reçu: 28 déc. 2016
Accepté: 29 juin 2017
DOI: https://doi.org/10.2478/auom-2018-0014
Mots clés
© 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.