On the recovery of joint distributions from limited information
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Publication:1858943
DOI10.1016/S0304-4076(01)00123-3zbMath1030.62001MaRDI QIDQ1858943
Wei-Han Liu, Douglas J. Miller
Publication date: 17 February 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
copula; maximum entropy; Fréchet bounds; Shannon entropy; fixed marginal distributions; Kullback-Leibler cross-entropy; minimumcross-entropy
62E15: Exact distribution theory in statistics
62B10: Statistical aspects of information-theoretic topics
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