INFORMAZIONI SU QUESTO ARTICOLO
Pubblicato online: 31 mar 2018
Pagine: 223 - 240
Ricevuto: 28 dic 2016
Accettato: 29 giu 2017
DOI: https://doi.org/10.2478/auom-2018-0014
Parole chiave
© 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.