Maximum entropy distribution of order statistics with given marginals

DOI10.3150/16-BEJ868zbMath1408.62093arXiv1509.02019MaRDI 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

copula; entropy; order statistics

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G30: Order statistics; empirical distribution functions

60E05: Probability distributions: general theory

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