<abstract xmlns="http://www.w3.org/1999/xhtml"><p> 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.</p></abstract>

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.

Weighted Entropic Copula from Preliminary Knowledge of Dependence

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"Weighted Entropic Copula from Preliminary Knowledge of Dependence"}

This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the...

Weighted Entropic Copula from Preliminary Knowledge of Dependence

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
maximum entropy principle, copula function, weighted entropy

© 2018

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Weighted Entropic Copula from Preliminary Knowledge of Dependence

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 clésmaximum entropy principle, copula function, weighted entropy

© 2018

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Mots clés
maximum entropy principle, copula function, weighted entropy