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semiparametric estimation of mutual information for elliptical copulas
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نویسنده
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mohammadi m. ,hashempour m. ,emadi m
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منبع
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هفتمين سمينار نظريه مفصل و كاربردهاي آن - 1401 - دوره : 7 - هفتمین سمینار نظریه مفصل و کاربردهای آن - کد همایش: 01221-31141 - صفحه:0 -0
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چکیده
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Mutual information can be rewritten based on the copula density and considered as a dependency measure. in this paper, a semiparametric estimation of this measure based on the probit transformation method is presented. a simulation study is performed to measure the accuracy of the estimators on elliptical copulas. the simulation results show that the suggested method has better performance than beta kernel and bernstein methods.
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کلیدواژه
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mutual information ,copula density ,probit transformation.
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آدرس
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, iran, , iran, , iran
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Authors
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