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
© 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.