On the recovery of joint distributions from limited information
type: Item
instance of: scholarly article
title: On the recovery of joint distributions from limited information
zbMATH Open document ID: 1030.62001
DOI: 10.1016/S0304-4076(01)00123-3
author: Douglas J. Miller
author: Wei-Han Liu
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 1869188
zbMATH Keywords: copula
zbMATH Keywords: fixed marginal distributions
zbMATH Keywords: Fréchet bounds
zbMATH Keywords: Kullback-Leibler cross-entropy
zbMATH Keywords: maximum entropy
zbMATH Keywords: minimumcross-entropy
zbMATH Keywords: Shannon entropy
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00123-3
OpenAlex ID: W2090108863
description: scientific article; zbMATH DE number 1869188