The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas
Department of Statistics, University of Campinas, Rua Sérgio Buarque de Holanda, 651, Campinas, São Paulo 13083-859, Brazil
Department of Mathematical Sciences, Lewis & Clark College, 0615 SW Palatine Hill Rd., Portland, OR 97219, USA
Author to whom correspondence should be addressed.
Academic Editors: Julio Stern and Adriano Polpo
Received: 21 May 2016 / Revised: 1 July 2016 / Accepted: 14 July 2016 / Published: 19 July 2016
A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on
which maximizes the Tsallis–Havrda–Chavát entropy with
We find necessary and sufficient conditions for each maximum entropy copula to be a copula in the class introduced in Rodríguez-Lallena and Úbeda-Flores (2004), and we also show that each copula in that class is a maximum entropy copula.
This is an open access article distributed under the Creative Commons Attribution License
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).
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MDPI and ACS Style
García, J.E.; González-López, V.A.; Nelsen, R.B. The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas. Entropy 2016, 18, 264.
García JE, González-López VA, Nelsen RB. The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas. Entropy. 2016; 18(7):264.
García, Jesús E.; González-López, Verónica A.; Nelsen, Roger B. 2016. "The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas." Entropy 18, no. 7: 264.
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