Maximum entropy copula with given diagonal section
Year of publication: |
2015
|
---|---|
Authors: | Butucea, Cristina ; Delmas, Jean-François ; Dutfoy, Anne ; Fischer, Richard |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 137.2015, C, p. 61-81
|
Publisher: |
Elsevier |
Subject: | Copula | Entropy | Diagonal section |
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