3 papers
math.PR2025
An iterated -projection procedure for solving the generalized minimum information checkerboard copula problem
Ivan Kojadinovic, Tommaso Martini
The minimum information copula principle initially suggested in \cite{MeeBed97} is a maximum entropy-like approach for finding the least informative copula, if it exists, that sati…
math.ST2025
The empirical discrete copula process
Gery Geenens, Ivan Kojadinovic, Tommaso Martini
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csisz…
math.ST2024
On the differentiability of -projections in the discrete finite case
Gery Geenens, Ivan Kojadinovic, Tommaso Martini
In the case of finite measures on finite spaces, we state conditions under which ϕ- projections are continuously differentiable. When the set on which one wishes to ϕ- project is c…