This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and i
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat giv...
Abstract The copula–entropy theory combines the entropy theory and the copula theory. The entropy th...
In this study we illustrate a Maximum Entropy (ME) methodology for modeling incomplete information a...
This paper provides a new approach to recover relative entropy measures of contemporaneous dependenc...
We propose a new approach to recover relative entropy measures of dependence from limited infor mati...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
We discuss the connection between information and copula theories by showing that a copula can be em...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
In this paper, a method for characterizing the dependence between two random variables is presented ...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
International audienceNew families of copulas are obtained in a two-step process : first considering...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
Entropy is a measure of uncertainty and has been commonly used for various applications, including p...
Accurately and adequately modeling and analyzing relationships in real random phenomena involving se...
Statistical quality control methods are noteworthy to producing standard production in manufacturing...
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat giv...
Abstract The copula–entropy theory combines the entropy theory and the copula theory. The entropy th...
In this study we illustrate a Maximum Entropy (ME) methodology for modeling incomplete information a...
This paper provides a new approach to recover relative entropy measures of contemporaneous dependenc...
We propose a new approach to recover relative entropy measures of dependence from limited infor mati...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
We discuss the connection between information and copula theories by showing that a copula can be em...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
In this paper, a method for characterizing the dependence between two random variables is presented ...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
International audienceNew families of copulas are obtained in a two-step process : first considering...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
Entropy is a measure of uncertainty and has been commonly used for various applications, including p...
Accurately and adequately modeling and analyzing relationships in real random phenomena involving se...
Statistical quality control methods are noteworthy to producing standard production in manufacturing...
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat giv...
Abstract The copula–entropy theory combines the entropy theory and the copula theory. The entropy th...
In this study we illustrate a Maximum Entropy (ME) methodology for modeling incomplete information a...
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