Maximum Entropies Copulas

By Doriano-Boris Pougaza, Ali Mohammad-Djafari. 2011

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/358e450315d4ac007070b2b94070abf8ca3e10fc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Mahmoud El-Morshedy
2. M. Eliwa
3. Mukhtar M. Salah
4. Haitham M. Yousof

In Finance

1. Mahmoud El-Morshedy
2. M. Eliwa
3. Mukhtar M. Salah
4. Haitham M. Yousof

In Statistical and Nonlinear Physics

1. Mahmoud El-Morshedy
2. M. Eliwa
3. Mukhtar M. Salah
4. Haitham M. Yousof

Citations in the corpus

• A New Log-Logistic Lifetime Model with Mathematical Properties, Copula, Modified Goodness-of-Fit Test for Validation and Real Data Modeling (2020, methodology): “In Section 3, some new bivariate type versions using “Farlie-GumbelMorgenstern Copula”, “modified Farlie-Gumbel-Morgenstern Copula”, “Clayton Copula” and “Renyi’s entropy Copula” are obtained.”
• Expanded Fréchet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing (2020, methodology): “Then, using the theorem of [25], the Renyi’s entropy Copula can be expressed as”