Butucea, Cristina; Delmas, Jean-François; Dutfoy, Anne; … - In: Journal of Multivariate Analysis 137 (2015) C, pp. 61-81
We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least informative among the copulas with a given diagonal section. We give an explicit criterion on the diagonal section...