CHECKERBOARD COPULAS OF MAXIMUM ENTROPY WITH PRESCRIBED MIXED MOMENTS

DOI10.1017/S1446788718000228zbMath1437.60010OpenAlexW2901997903MaRDI QIDQ4972092

Jonathan M. Borwein, Phil G. Howlett

Publication date: 22 November 2019

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446788718000228

zbMATH Keywords

optimizationmaximum entropyconvex analysisFenchel dualityjoint probability distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Optimality conditions and duality in mathematical programming (90C46) Characterization and structure theory of statistical distributions (62E10) Measures of information, entropy (94A17)

Related Items

Checkerboard copula defined by sums of random variables

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