Mirko Navara presents Modellíng Dependence with Maximal Entropy
On 2025-03-04 10:00:00 at G205, Karlovo náměstí 13, Praha 2
Milan Bubák and Mirko Navara will show a method for modelling dependence of two
random variables when some values of the cumulative joint distribution function
are given. Among all solutions, we find one with the maximum entropy.
This is a presentation of the paper
Bubák, M., Navara, M.: Fitting copulas with maximal entropy. Entropy,
27:1 (2025), 87. DOI: 10.3390/e27010087
random variables when some values of the cumulative joint distribution function
are given. Among all solutions, we find one with the maximum entropy.
This is a presentation of the paper
Bubák, M., Navara, M.: Fitting copulas with maximal entropy. Entropy,
27:1 (2025), 87. DOI: 10.3390/e27010087