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Entropy 2016, 18(7), 264; doi:10.3390/e18070264

The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas

1
Department of Statistics, University of Campinas, Rua Sérgio Buarque de Holanda, 651, Campinas, São Paulo 13083-859, Brazil
2
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
(This article belongs to the Special Issue Statistical Significance and the Logic of Hypothesis Testing)
View Full-Text   |   Download PDF [229 KB, uploaded 19 July 2016]

Abstract

A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [ 0 , 1 ] , which maximizes the Tsallis–Havrda–Chavát entropy with q = 2 . 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. View Full-Text
Keywords: Tsallis–Havrda–Chavát entropy; Copula; Full Bayesian Significance Test Tsallis–Havrda–Chavát entropy; Copula; Full Bayesian Significance Test
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.

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