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math.PR2025
An iterated -projection procedure for solving the generalized minimum information checkerboard copula problem
Ivan Kojadinovic, Tommaso Martini
The minimum information copula principle initially suggested in \cite{MeeBed97} is a maximum entropy-like approach for finding the least informative copula, if it exists, that sati…
math.PR2008★ 2 cited
On the moments and distribution of discrete Choquet integrals from continuous distributions
Ivan Kojadinovic, Jean-Luc Marichal
We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discr…
math.PR2007★ 1 cited
Distribution functions of linear combinations of lattice polynomials from the uniform distribution
Jean-Luc Marichal, Ivan Kojadinovic
We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice…