Mutual information is copula entropy

Tsinghua Science and Technology

Volumn 16, Issue 1, 2011, Pages 51-54

  Ma, Jian ^a   Sun, Zengqi ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

copula entropy; empirical copula; estimation; mutual information

Indexed keywords

BASIC CONCEPTS; COMPUTATIONAL REQUIREMENTS; COPULA ENTROPY; COPULA FUNCTIONS; EMPIRICAL COPULA; MUTUAL INFORMATIONS;

ESTIMATION; INFORMATION THEORY;

ENTROPY;

EID: 79551676743     PISSN: 10070214     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1007-0214(11)70008-6     Document Type: Article

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