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
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
We shall find a multi-dimensional checkerboard copula of maximum entropy that matches an observed se...
In this thesis we consider the modelling of the joint distribution of order statistics, i.e. random ...
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...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which off...
Copulas have become very popular as modelling tools in probability applications. Given a finite numb...
Abstract: Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide normative expe...
Statistical quality control methods are noteworthy to producing standard production in manufacturing...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
We shall find a multi-dimensional checkerboard copula of maximum entropy that matches an observed se...
In this thesis we consider the modelling of the joint distribution of order statistics, i.e. random ...
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...
Abstract: Copulas are a general way of describing dependence between two or more random variables. W...
Copulas are a general way of describing dependence between two or more random variables. When we onl...
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which off...
Copulas have become very popular as modelling tools in probability applications. Given a finite numb...
Abstract: Maximum entropy copulae introduced by Bedford and Meeuwissen (1997) provide normative expe...
Statistical quality control methods are noteworthy to producing standard production in manufacturing...
This paper proposes an entropy-based method to construct a new class of copulas - the most entropic ...
We shall find a multi-dimensional checkerboard copula of maximum entropy that matches an observed se...
In this thesis we consider the modelling of the joint distribution of order statistics, i.e. random ...
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