Conditional Iterative Proportional Fitting for Gaussian Distributions
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References listed on IDEAS
- 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.
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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.
- Kaiser, Mark S. & Cressie, Noel, 2000. "The Construction of Multivariate Distributions from Markov Random Fields," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 199-220, May.
More about this item
KeywordsConditional iterative proportional fitting; iterative proportional fitting; I-projection; Kullback-Leibler distance; distributions with given marginals; conditional specification; Gaussian distribution;
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