Survival Copula Entropy and Dependence in Bivariate Distributions

Authors

DOI:

https://doi.org/10.57805/revstat.v23i1.560

Keywords:

Bivariate Shannon entropy, copula entropy, cumulative residual entropy, dependence measures

Abstract

In the present work we propose survival copula entropy as an alternative to Shannon entropy, cumulative residual entropy and copula entropy measures in computing the uncertainty in bivariate populations. We examine the relationships between the various measures. The properties of survival copula entropy are discussed, especially its applications to ascertain the nature and extent of uncertainty among copulas.

Published

2025-01-05

How to Cite

Sunoj , S., & Unnikrishnan Nair, N. (2025). Survival Copula Entropy and Dependence in Bivariate Distributions. REVSTAT-Statistical Journal, 23(1), 101–115. https://doi.org/10.57805/revstat.v23i1.560