A Convergent Iterative Procedure for Constructing Bivariate Distributions

References

• Bedford , T. , Meeuwissen , A. M. H. ( 1996 ). The determination of maximum entropy distributions given fixed rank correlation, and numerical approximations for use in sensitivity analysis. Proceedings SAM095; Theory and Applications of Sensitivity Analysis of Model Output in Computer Simulation. Office for Official Publications of European Communities, Luxembourg, 19–24 .
   Google Scholar
• Kapour , J. N. ( 1989 ). Maximum Entropy in Science and Engineering . New York : John Wiley .
   Google Scholar
• Kullback , S. ( 1959 ). Information Theory and Statistics . New York : John Wiley .
   Google Scholar
• Martos , B. ( 1975 ). Nonlinear Programming . Amsterdam : North-Holland .
   Google Scholar
• Shannon , C. E. ( 1948 ). A mathematical theory of communications . Tech. J. 27 : 370 – 423 , 623–656 .
   Google Scholar
• Shore , J. E. , Johnson , R. W. ( 1980 ). Axiomatic derivation of the principle of maximum entropy and the principle of the minimum cross-entropy . IEEE Trans. Inform. Theor. It-26 : 26 – 37 .
   Web of Science ®Google Scholar
• Soofi , E. S. , Ebrahimi , N. , Habibollah , M. ( 1995 ). Information distribuishability with application to analysis of failure data . J. Amer. Statist. Assoc. 90 ( 430 ): 657 – 668 .
   Web of Science ®Google Scholar
• Titchmarsh , E. C. ( 1939 ). The Theory of Functions. , 2nd ed. Oxford : Oxford University Press .
   Google Scholar
• Zellner , A. , Highfield , R. A. ( 1988 ). Calculation of maximum entropy distributions and approximation of marginal posterior distributions . J. Econometrics 37 : 195 – 209 .
   Web of Science ®Google Scholar