An empirical examination of maximum entropy in copula-based simultaneous equations model
© 2017 by the Mathematical Association of Thailand. All rights reserved. In our previous work, copulas were used to connect different marginal distributions in a system of linear equations. And in this study, we aim to further improve the way to join the marginal distributions. We propose entropy co...
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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039694621&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43700 |
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| Institution: | Chiang Mai University |