Maximum entropy distribution of order statistics with given marginals

DOI10.3150/16-BEJ868zbMath1408.62093arXiv1509.02019OpenAlexW2962852358MaRDI QIDQ2405177

Richard Fischer, Jean-François Delmas, Anne Dutfoy, Cristina Butucea

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02019

zbMATH Keywords

copulaentropyorder statistics

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

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Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence ⋮ Extremal Lipschitz continuous aggregation functions with a given diagonal section ⋮ Bivariate distributions with ordered marginals

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