<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

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
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

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 chiavemaximum entropy principle, copula function, weighted entropy

© 2018

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

Parole chiave
maximum entropy principle, copula function, weighted entropy