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stat.ME2025
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…
stat.ME2025
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…