24 citations · 89 across the 26 of their papers we have counts for
7 papers · 1 filter
Copula Entropy: Theory and Applications
Jian Ma
This is the monograph on the theory and applications of copula entropy (CE). This book first introduces the theory of CE, including its background, definition, theorems, properties…
Testing Copula Hypothesis with Copula Entropy
Jian Ma
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula…
Change Point Detection with Copula Entropy based Two-Sample Test
Jian Ma
Change point detection is a typical task that aim to find changes in time series and can be tackled with two-sample test. Copula Entropy is a mathematical concept for measuring sta…
Two-Sample Test with Copula Entropy
Jian Ma
In this paper we propose a two-sample test based on copula entropy (CE). The proposed test statistic is defined as the difference between the CEs of the null hypothesis and the alt…
Copula Entropy based Variable Selection for Survival Analysis
Jian Ma
Variable selection is an important problem in statistics and machine learning. Copula Entropy (CE) is a mathematical concept for measuring statistical independence and has been app…
Multivariate Normality Test with Copula Entropy
Jian Ma
In this paper, we proposed a multivariate normality test based on copula entropy. The test statistic is defined as the difference between the copula entropies of unknown distributi…
Evaluating Independence and Conditional Independence Measures
Jian Ma
Independence and Conditional Independence (CI) are two fundamental concepts in probability and statistics, which can be applied to solve many central problems of statistical infere…