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)

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Cites Work

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