Open AccessNew copulas obtained by maximizing Tsallis or Rényi entropies
Author(s) -
Doriano-Boris Pougaza,
Ali MohammadDjafari
Publication year - 2012
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - tsallis entropy , mathematical economics , computer science , mathematics , copula (linguistics) , statistical physics , econometrics , tsallis statistics , statistics , physics