Maximum entropy distribution of order statistics with given marginals
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Publication:2405177
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
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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