O artykule
Data publikacji: 31 mar 2018
Zakres stron: 223 - 240
Otrzymano: 28 gru 2016
Przyjęty: 29 cze 2017
DOI: https://doi.org/10.2478/auom-2018-0014
Słowa kluczowe
© 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.