Title : ( The most Tsallis entropy copula )
Authors: Seyedeh Azadeh Fallah Mortezanejad , Gholam Reza Mohtashami Borzadaran , Bahram Sadeghpour Gildeh ,
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Abstract
Maximum entropy distribution is can be estimated based on some proper intended constraints. It is unbiased and unique on some constraints and is used to find out the distribution of data. Entropy principle can be added to copula concept to approximate the distribution of the multivariate dependence data set. In this article, we would like to discuss on copula maximum Tsallis and Shannon entropy based on known Spearman’s rho as an extra constraint.
Keywords
, Copula entropy, Most entropic copula, Tsallis entropy, Dependence
@inproceedings{paperid:1077431,
author = {Fallah Mortezanejad, Seyedeh Azadeh and Mohtashami Borzadaran, Gholam Reza and Sadeghpour Gildeh, Bahram},
title = {The most Tsallis entropy copula},
booktitle = {پنجمین سمینار مفصل و کاربردهای ان},
year = {2019},
location = {مشهد, IRAN},
keywords = {Copula entropy; Most entropic copula; Tsallis entropy; Dependence},
}
%0 Conference Proceedings
%T The most Tsallis entropy copula
%A Fallah Mortezanejad, Seyedeh Azadeh
%A Mohtashami Borzadaran, Gholam Reza
%A Sadeghpour Gildeh, Bahram
%J پنجمین سمینار مفصل و کاربردهای ان
%D 2019
