Conditional iterative proportional fitting for Gaussian distributions

DOI10.1006/jmva.1998.1739zbMath0920.62015OpenAlexW2053623899WikidataQ59180325 ScholiaQ59180325MaRDI QIDQ1264524

Erhard Cramer

Publication date: 6 September 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1739

zbMATH Keywords

Kullback-Leibler distanceiterative proportional fittingI-projectionconditionally iterative proportional fittingdistributions with given marginals

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Statistical aspects of information-theoretic topics (62B10)

Related Items

The construction of multivariate distributions from Markov random fields, Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation, Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus

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