On the recovery of joint distributions from limited information
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Publication:1858943
DOI10.1016/S0304-4076(01)00123-3zbMath1030.62001OpenAlexW2090108863MaRDI QIDQ1858943
Douglas J. Miller, Wei-Han Liu
Publication date: 17 February 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00123-3
copulamaximum entropyFréchet boundsShannon entropyfixed marginal distributionsKullback-Leibler cross-entropyminimumcross-entropy
Exact distribution theory in statistics (62E15) Statistical aspects of information-theoretic topics (62B10)
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