American Institute of Mathematical Sciences

Advanced
April  2007, 3(2): 305-312. doi: 10.3934/jimo.2007.3.305

Matching the grade correlation coefficient using a copula with maximum disorder

Julia Piantadosi 1, , Phil Howlett 1, and  John Boland 1,

1. 

Centre for Industrial and Applied Mathematics, Mawson Lakes Campus, University of South Australia, Mawson Lakes Boulevard, Mawson Lakes, 5095, Australia

Received  September 2006 Revised  January 2007 Published  April 2007

In this paper we use a doubly stochastic matrix to define a copula that preserves the given marginal distributions and matches a known grade correlation coefficient in such a way that the entropy of the doubly stochastic matrix is maximized. We will describe briefly how this work can be applied to the modelling of daily rainfall.
Keywords: copulas, grade correlation, entropy., Daily rainfall.
Mathematics Subject Classification: Primary: 62E17 Secondary: 52A4.
Citation: Julia Piantadosi, Phil Howlett, John Boland. Matching the grade correlation coefficient using a copula with maximum disorder. Journal of Industrial & Management Optimization, 2007, 3 (2) : 305-312. doi: 10.3934/jimo.2007.3.305
[1]

Timothy Chumley, Renato Feres. Entropy production in random billiards. Discrete & Continuous Dynamical Systems - A, 2021, 41 (3) : 1319-1346. doi: 10.3934/dcds.2020319
[2]

Bing Gao, Rui Gao. On fair entropy of the tent family. Discrete & Continuous Dynamical Systems - A, 2021  doi: 10.3934/dcds.2021017
[3]

Tinghua Hu, Yang Yang, Zhengchun Zhou. Golay complementary sets with large zero odd-periodic correlation zones. Advances in Mathematics of Communications, 2021, 15 (1) : 23-33. doi: 10.3934/amc.2020040
[4]

Yunping Jiang. Global graph of metric entropy on expanding Blaschke products. Discrete & Continuous Dynamical Systems - A, 2021, 41 (3) : 1469-1482. doi: 10.3934/dcds.2020325
[5]

Mark F. Demers. Uniqueness and exponential mixing for the measure of maximal entropy for piecewise hyperbolic maps. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 217-256. doi: 10.3934/dcds.2020217
[6]

Russell Ricks. The unique measure of maximal entropy for a compact rank one locally CAT(0) space. Discrete & Continuous Dynamical Systems - A, 2021, 41 (2) : 507-523. doi: 10.3934/dcds.2020266
[7]

Magdalena Foryś-Krawiec, Jiří Kupka, Piotr Oprocha, Xueting Tian. On entropy of $ \Phi $-irregular and $ \Phi $-level sets in maps with the shadowing property. Discrete & Continuous Dynamical Systems - A, 2021, 41 (3) : 1271-1296. doi: 10.3934/dcds.2020317

2019 Impact Factor: 1.366

Tools

Metrics

  • PDF downloads (2375)
  • HTML views (0)
  • Cited by (12)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences