Results 131 to 140 of about 66,819 (259)

Testing Copula Hypothesis with Copula Entropy

open access: yes
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore testing copula hypothesis based on it can be applied to any types of copula function.
openaire   +2 more sources

Home - About - Disclaimer - Privacy