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:: Volume 18, Issue 1 (8-2024) ::
JSS 2024, 18(1): 0-0 Back to browse issues page
The Most Entropic Copula Based on Shannon Entropy and Blest's Measure and It's Application in Hydrology
Elaheh Kadkhoda , Gholam Reza Mohtashami Borzadaran * , Mohammad Amini
Abstract:   (1257 Views)
Maximum entropy copula theory is a combination of copula and entropy theory. This method obtains the maximum entropy distribution of random variables by considering the dependence structure. In this paper, the most entropic copula based on Blest's measure is introduced, and its parameter estimation method is investigated. The simulation results show that if the data has low tail dependence, the proposed distribution performs better compared to the most entropic copula distribution based on Spearman's coefficient. Finally, using the monthly rainfall series data of Zahedan station, the application of this method in the analysis of hydrological data is investigated.
Keywords: The most entropic copula, Spearman's correlation coefficient, Blest’s rank correlation coefficient, Tail dependence, Drought, Return period.
Full-Text [PDF 859 kb]   (580 Downloads)    
Type of Study: Applied | Subject: Statistical Inference
Received: 2022/12/28 | Accepted: 2024/08/31 | Published: 2024/06/4
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Kadkhoda E, Mohtashami Borzadaran G R, Amini M. The Most Entropic Copula Based on Shannon Entropy and Blest's Measure and It's Application in Hydrology. JSS 2024; 18 (1)
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 18, Issue 1 (8-2024) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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