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Conference object . 2011
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https://doi.org/10.1063/1.3573...
Article . 2011 . Peer-reviewed
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https://dx.doi.org/10.1063/1.3...
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Maximum Entropies Copulas

descriptionPublicationkeyboard_double_arrow_right Article , Conference object , Other literature type 01 Jan 2011Publisher:AIPJournal:AIP Conference Proceedings (issn: 0094-243X, Copyright policy )
Authors: Doriano-Boris Pougaza; Ali Mohammad-Djafari; Ali Mohammad-Djafari; Jean-François Bercher; Pierre Bessiére;

doi: 10.1063/1.3573634

Maximum Entropies Copulas

Abstract

New 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.

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Keywords

[STAT.TH] Statistics [stat]/Statistics Theory [stat.TH], [INFO.INFO-TS] Computer Science [cs]/Signal and Image Processing, [MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph], [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], [SPI.SIGNAL] Engineering Sciences [physics]/Signal and Image processing

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 27
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
27
Top 10%
Top 10%
Average
Green