Rearrangement algorithm and maximum entropy
From MaRDI portal
Publication:1708515
DOI10.1007/s10479-017-2612-2zbMath1404.91135OpenAlexW3124764868MaRDI QIDQ1708515
Oleg Bondarenko, Steven Vanduffel, Carole Bernard
Publication date: 23 March 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2612-2
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries ⋮ The impact of correlation on (Range) Value-at-Risk ⋮ Multi-level bottleneck assignment problems: complexity and sparsity-exploiting formulations ⋮ A model-free approach to multivariate option pricing ⋮ Sums of standard uniform random variables
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- On the approximation of copulas via shuffles of Min
- Bounds on total economic capital: the DNB case study
- Detecting complete and joint mixability
- The complete mixability and convex minimization problems with monotone marginal densities
- Estimation of risk-neutral densities using positive convolution approximation
- Block rearranging elements within matrix columns to minimize the variability of the row sums
- Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
- Nonparametric risk management and implied risk aversion
- Computation of sharp bounds on the distribution of a function of dependent risks
- Joint Mixability
- Information Theory and Statistical Mechanics
- Permuting Elements Within Columns of a Matrix in Order to Minimize Maximum Row Sum
- On a class of extremal problems in statistics
- Options and Efficiency
- Elements of Information Theory
- Algorithms for Finding Copulas Minimizing Convex Functions of Sums
- Measures of multivariate skewness and kurtosis with applications
- Correlation and Complete Dependence of Random Variables
This page was built for publication: Rearrangement algorithm and maximum entropy