Copulas with maximum entropy

Author:

Piantadosi Julia,Howlett Phil,Borwein Jonathan

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Reference24 articles.

1. Azzalini A.: Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. J. R. Stat. Soc. B 65(2), 367–389 (2003)

2. Bazaraa M.S., Shetty C.M.: Nonlinear Programming: Theory and Algorithms. Wiley, New York (1979)

3. Ben-Israel A., Greville T.N.E.: Generalized Inverses, Theory and Applications. Pure & Applied Mathematics. Wiley, New York (1974)

4. Birkhoff G.: Tres observaciones sobre el algebra lineal. Univ. Nac. Tucumán Rev. Ser. A 5, 147–151 (1946)

5. Borwein J.M., Lewis A.S.: Convex Analysis and Nonlinear Optimization, Theory and Examples. CMS Books in Mathematics. 2nd edn. Springer, New York (2006)

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