论文信息 - The Structure of the Class of Maximum Tsallis-Havrda-Chavát Entropy Copulas

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

A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [ 0 , 1 ] , which maximizes the Tsallis–Havrda–Chavat entropy with q = 2 . We find necessary and sufficient conditions for each maximum entropy copula to be a copula in the class introduced in Rodriguez-Lallena and Ubeda-Flores (2004), and we also show that each copula in that class is a maximum entropy copula.

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