International audienceNew families of copulas are obtained in a two-step process : first considering the inverse problem which consists of finding a joint distribution from its given marginals as the constrained maximization of some entropies (Shannon, Rényi, Burg, Tsallis-Havrda-Charvàt), and then using Sklar's theorem, to define the corresponding copula
Copulas have become very popular as modelling tools in probability applications. Given a finite numb...
Abstract A copula is a function which joins (or ‘couples’) a bivariate distribution function to its ...
Abstract: Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide normative expe...
International audienceNew families of copulas are obtained in a two-step process : first considering...
A maximum entropy copula is the copula associated with the joint distribution, with prescribed margi...
International audienceSklar [1] introduced the notion of copula, solving the problem studied by Fr'e...
A maximum entropy copula is the copula associated with the joint distribution, with prescribed margi...
This paper provides a new approach to recover relative entropy measures of contemporaneous dependenc...
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat giv...
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which off...
We shall find a multi-dimensional checkerboard copula of maximum entropy that matches an observed se...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
We propose a new approach to recover relative entropy measures of dependence from limited infor mati...
Copulas have become very popular as modelling tools in probability applications. Given a finite numb...
Abstract A copula is a function which joins (or ‘couples’) a bivariate distribution function to its ...
Abstract: Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide normative expe...
International audienceNew families of copulas are obtained in a two-step process : first considering...
A maximum entropy copula is the copula associated with the joint distribution, with prescribed margi...
International audienceSklar [1] introduced the notion of copula, solving the problem studied by Fr'e...
A maximum entropy copula is the copula associated with the joint distribution, with prescribed margi...
This paper provides a new approach to recover relative entropy measures of contemporaneous dependenc...
Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat giv...
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which off...
We shall find a multi-dimensional checkerboard copula of maximum entropy that matches an observed se...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
We propose a new approach to recover relative entropy measures of dependence from limited infor mati...
Copulas have become very popular as modelling tools in probability applications. Given a finite numb...
Abstract A copula is a function which joins (or ‘couples’) a bivariate distribution function to its ...
Abstract: Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide normative expe...
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