Arbeitspapier
The maximum entropy distribution for stochastically ordered random variables with fixed marginals
- Sprache
-
Englisch
- Erschienen in
-
Series: CAE Working Paper; No. 09-01
Bezug (was)
Wirtschaft
Bayesian analysis
stochastic dominance
joint distributions
risk management
defaults
small probability estimation
Bayesian analysis
stochastic dominance
joint distributions
risk management
defaults
small probability estimation
Beteiligte Personen und Organisationen
Kiefer, Nicholas M.
Ithaca, NY: Cornell University, Center for Analytical Economics (CAE)
Ithaca, NY: Cornell University, Center for Analytical Economics (CAE)
Erschienen
Ithaca, NY: Cornell University, Center for Analytical Economics (CAE)
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Kiefer, Nicholas M.
- Ithaca, NY: Cornell University, Center for Analytical Economics (CAE)
Entstanden
- Ithaca, NY: Cornell University, Center for Analytical Economics (CAE)
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