12 citations · 22 across the 11 of their papers we have counts for
4 papers · 1 filter
Minimum information Markov model
Issey Sukeda, Tomonari Sei
The analysis of high-dimensional time series data has become increasingly important across a wide range of fields. Recently, a method for constructing the minimum information Marko…
Relative local dependence of bivariate copulas
Issey Sukeda, Tomonari Sei
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 den…
Frank copula is minimum information copula under fixed Kendall's
Issey Sukeda, Tomonari Sei
In dependence modeling, various copulas have been utilized. Among them, the Frank copula has been one of the most typical choices due to its simplicity. In this work, we demonstrat…
On the minimum information checkerboard copulas under fixed Kendall's rank correlation
Issey Sukeda, Tomonari Sei
Copulas have gained widespread popularity as statistical models to represent dependence structures between multiple variables in various applications. The minimum information copul…