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Estimating Differential Entropy using Recursive Copula Splitting
6 references·0 citing·22 second hop
Estimating Differential Entropy using Recursive Copula Splitting (2020)Estimating Differential Entropy using Rec…STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (2013)STATISTICAL INFERENCE FOR COP…Copula Theory: An Introduction (2010)Copula Theory: An IntroductionCopula Theory and Its Applications (2010)Copula Theory and Its Applica…An information-theoretic approach to statistical dependence: Copula information (2009)An information-theoretic appr…USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (1994)USING THE MUTUAL INFORMATION …An information theoretic approach to statistical dependence: copula informationAn information theoretic appr…Extreme Values, Regular Variation and Point Processes (1987)An Introduction to Copulas (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Copula-Based Measures of Multivariate Association (2010)On a strong metric on the space of copulas and its induced dependence measure (2011)Model uncertainty and VaR aggregation (2013)Extreme Correlation of International Equity Markets (2001)Testing the Gaussian copula hypothesis for financial assets dependences (2003)Goodness-of-fit test for copulas (2005)Bayesian experimental design for the active nitridation of graphite by atomic nitrogen (2011)Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (2014)Relationship Between Kendall's tau Correlation and Mutual Information (2020)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Goodness-of-fit tests for copulas: A review and a power study (2007)A NEW MEASURE OF RANK CORRELATION (1938)A test for volatility spillover with application to exchange rates (2001)Mutual information: a measure of dependency for nonlinear time series (2004)Modelling Nonlinear Economic Time Series (2010)Correlation and Dependence (2001)Selecting and estimating regular vine copulae and application to financial returns (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)A review of quantification methodologies for multi-hazard interrelationships (2019)
this work references cited by second hop

References

  • 2010Copula Theory and Its Applications700 cited
  • 2010Copula Theory: An Introduction226 cited
  • 1994USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS225 cited
  • n.d.An information theoretic approach to statistical dependence: copula information60 cited
  • 2009An information-theoretic approach to statistical dependence: Copula information50 cited
  • 2013STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY22 cited

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