<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

Published Online: Mar 31, 2018

Page range: 223 - 240

Received: Dec 28, 2016

Accepted: Jun 29, 2017

DOI: https://doi.org/10.2478/auom-2018-0014

Keywords
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

Published Online: Mar 31, 2018

Page range: 223 - 240

Received: Dec 28, 2016

Accepted: Jun 29, 2017

DOI: https://doi.org/10.2478/auom-2018-0014

Keywordsmaximum entropy principle, copula function, weighted entropy

© 2018

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

Keywords
maximum entropy principle, copula function, weighted entropy