[HTML][HTML] Frank copula is minimum information copula under fixed Kendall's τ
I Sukeda, T Sei - Statistics & Probability Letters, 2025 - Elsevier
In this work, we demonstrate that the Frank copula is the minimum information copula under
fixed Kendall's τ (MICK), both theoretically and numerically. First, we explain that both MICK …
fixed Kendall's τ (MICK), both theoretically and numerically. First, we explain that both MICK …
Relative local dependence of bivariate copulas
I Sukeda, T Sei - arXiv preprint arXiv:2407.16948, 2024 - arxiv.org
For a bivariate probability distribution, local dependence around a single point on the
support is often formulated as the second derivative of the logarithm of the probability …
support is often formulated as the second derivative of the logarithm of the probability …