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Probability Measures With Given Marginals And Conditionals: I-Projections And Conditional Iterative Proportional Fitting

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  • Gramer Erhard

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  • Gramer Erhard, 2000. "Probability Measures With Given Marginals And Conditionals: I-Projections And Conditional Iterative Proportional Fitting," Statistics & Risk Modeling, De Gruyter, vol. 18(3), pages 311-330, March.
    • Handle: RePEc:bpj:strimo:v:18:y:2000:i:3:p:311-330:n:5
    DOI: 10.1524/strm.2000.18.3.311
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    References listed on IDEAS

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    1. Cramer, Erhard, 1998. "Conditional Iterative Proportional Fitting for Gaussian Distributions," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 261-276, May.
    2. Arnold, Barry C. & Castillo, Enrique & Sarabia, José María, 1996. "Specification of distributions by combinations of marginal and conditional distributions," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 153-157, February.
    3. Rüschendorf, L. & Thomsen, W., 1993. "Note on the Schrödinger equation and I-projections," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 369-375, August.
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