Minimally informative distributions with given rank correlation for use in uncertainty analysis

DOI10.1080/00949659708811806zbMath0873.62006OpenAlexW2024139590MaRDI QIDQ4347047

A. M. H. Meeuwissen, Tim Bedford

Publication date: 5 August 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811806

zbMATH Keywords

entropyalgorithmsimulationstatistical mechanicsconditional distributionsrank correlationuniform marginalsDAD theoremscomputer code UNICORNminimum information bivariate distributionsuncertainty analyses

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)

Related Items (14)

A practical model of Heineken's bottle filling line with dependent failures ⋮ Unnamed Item ⋮ Sensitivity analysis and related analyses: A review of some statistical techniques ⋮ On the construction of minimum information bivariate copula families ⋮ A practical non-parametric copula algorithm for system reliability with correlations ⋮ Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ Geometry of discrete copulas ⋮ A copula entropy approach to correlation measurement at the country level ⋮ Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions ⋮ A new generic model for applying MAUT ⋮ Sampling algorithms for generating joint uniform distributions using the Vine-Copula method ⋮ Generalized diagonal band copulas ⋮ Vines -- a new graphical model for dependent random variables. ⋮ Maximum entropy copula with given diagonal section

Cites Work

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• On the optimal entropy analysis
• I-divergence geometry of probability distributions and minimization problems
• Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
• On a theorem of P. Nowosad
• On the integral equation \(kf=1/f\) arising in a problem in communication
• Decomposition of Multivariate Functions
• Inequalities: theory of majorization and its applications

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