Meh, could do. But that leads to the problem of succession...it would have to be matrilineal as a marriage (nigh-on impossible to do, unless it's a lowborn/minor Lord), or would be down to familial marriage....ie. a cousin, or a nephew marrying her, which isn't quite incest, but almost is. :D

Plus, any male heir would be exceptionally angry, if it was Absolute Cognatic succession, and went to the eldest daughter.