Abstract
No public abstract is available from the verified source records.
Open public full textRights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Douglas J. Miller, Wei-han Liu
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
No local citing links have been materialized yet.
A test for normality based on Kullback–Leibler information
10.2307/2685161 · 1989
Approximation of density functions by sequences of exponential families
10.1214/aos/1176348252 · 1991
Unresolved referenced work
1985
Efficient estimation of linear functionals of a probability measure p with known marginal distributions
10.1214/aos/1176348251 · 1991
A strategy for constructing multivariate distributions
10.1080/03610919508813257 · 1995
Estimation and moment recursion relations for multimodal distributions of the exponential family
10.2307/2287118 · 1983
Unresolved referenced work
1991
An information theoretic approach to approximating a probability distribution
10.1137/0132027 · 1977
I-divergence geometry of probability distributions and minimization problems
10.1214/aop/1176996454 · 1975
Fréchet classes: the beginnings
1991
On a least squares adjustment of a sampled frequency table when the expected marginal totals are known
10.1214/aoms/1177731829 · 1940
Unresolved referenced work
1987
Testing exponentiality based on Kullback–Leibler information
10.1111/j.2517-6161.1992.tb01447.x · 1992
A method for generating high-dimensional binary variates
10.2307/2684460 · 1991
Modeling interdependence: an approach to simulation and elicitation
10.2307/1242437 · 1991
Sur les tableaux de corrélation dont les marges son données
1951
Annuity valuation with dependent mortality
10.2307/253744 · 1996
The joy of copulas: bivariate distributions with uniform marginals
10.2307/2684602 · 1986
Unresolved referenced work
1978
Unresolved referenced work
1996
Maximum entropy for hypothesis formation, especially for multidimensional contingency tables
10.1214/aoms/1177704014 · 1963
Multivariate mutual information: sampling distribution with applications
10.1080/03610929408831324 · 1994
Adjustment by minimum discriminant information
10.1214/aos/1176346715 · 1984
On Kullback–Leibler loss and density estimation
10.1214/aos/1176350606 · 1987
Masstabinvariente korrelationstheorie
1940
Unresolved referenced work
Kept as external metadata until matched
Correlation structure in iterated Farlie–Gumbel–Morgenstern distributions
1984
Contingency tables with given marginals
10.1093/biomet/55.1.179 · 1968
Maximum entropy distributions with prescribed marginals and normal score correlation
1997
10.1103/physrev.106.620
10.1103/physrev.106.620
10.1103/physrev.108.171
10.1103/physrev.108.171
Relative entropy measures of multivariate dependence
10.2307/2289859 · 1989
Parametric families of multivariate distributions with given marginals
10.1006/jmva.1993.1061 · 1993
Unresolved referenced work
1997
A bivariate distribution family with specified marginals
10.2307/2287067 · 1981
On some generalized Farlie–Gumbel–Morgenstern distributions
10.1080/03610927508827258 · 1975
On some generalized Farlie–Gumbel–Morgenstern distributions II: regression, correlation, and further generalizations
10.1080/03610927708827509 · 1977
Efficient estimation in the bivariate normal copula model: normal margins are least favourable
10.2307/3318652 · 1997
Fitting bivariate loss distributions with copulas
10.1016/s0167-6687(98)00039-0 · 1999
A new approach to dependence in multivariate distributions
1991
Calculation of maximum entropy distributions and approximation of marginal posterior distributions
10.1016/0304-4076(88)90002-4 · doi-reference
Two practical procedures for estimating multivariate nonnormal probability density functions
10.2307/1243160 · doi-reference
Correlation structure in Farlie–Gumbel–Morgenstern distributions
10.1093/biomet/65.3.650 · doi-reference
Maximum entropy estimation of density and regression functions
10.1016/0304-4076(93)90128-r · doi-reference
An applied procedure for estimating and simulating multivariate empirical (MVE) probability distributions in farm-level risk assessment and policy analysis
10.1017/s107407080002037x · doi-reference
An efficient algorithm to compute maximum entropy densities
10.1080/07474939908800436 · doi-reference
Maximum entropy in the problem of moments
10.1063/1.526446 · doi-reference
Bounding d̄-distance by informational divergence: a method to prove measure concentration
10.1214/aop/1039639365 · doi-reference
Families of multivariate distributions
10.2307/2289314 · doi-reference
10.1016/s0304-4076(01)00125-7
10.1016/s0304-4076(01)00125-7 · doi-reference
A compendium to information theory in economics and econometrics
10.1080/07474939308800260 · doi-reference
A family of bivariate densities constructed from marginals
10.2307/2291086 · doi-reference
Generating random binary deviates having fixed marginal distributions and specified degrees of association
10.2307/2684980 · doi-reference
Probability densities with given marginals
10.1214/aoms/1177698249 · doi-reference