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Kullback-Leibler cross entropy
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Recovering the most entropic copulas from preliminary knowledge of dependence
Chu, Ba
;
Satchell, Stephen
- In:
Econometrics
4
(
2016
)
2
,
pp. 1-21
information by constructing the
most
entropic
copula
(MEC) and its canonical form, namely the most entropic canonical copula (MECC …
Persistent link: https://www.econbiz.de/10011755325
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