Using second-order probabilities to make maximum entropy approach to copulas more reasonable

© 2014 by the Mathematical Association of Thailand. All rights reserved. Copulas are a general way of describing dependence between two or more random variables. When we only have partial information about the dependence, i.e., when several different copulas are consistent with our knowledge, it is...

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Main Authors: Hung T. Nguyen, Vladik Kreinovichz, Berlin Wu
格式: 雜誌
出版: 2018
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在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907253524&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/53699
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機構: Chiang Mai University