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Maximum entropy distributions with quantile information

Quantiles are available in various problems for developing probability distributions. In some problems quantiles are elicited from experts and used for fitting parametric models, which induce non-elicited information. In some other problems comparisons are made with a quantile of an assumed model wh...

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Detalles Bibliográficos
Autores principales: Bajgiran, Amirsaman H., Mardikoraem, Mahsa, Soofi, Ehsan S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7414396/
https://www.ncbi.nlm.nih.gov/pubmed/32836718
http://dx.doi.org/10.1016/j.ejor.2020.07.052