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stat.ME2026
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…
stat.ME2024
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…
stat.ME2024
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…