On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions
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- Silviu Guiasu, 1990. "A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 269-279, June.
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- Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik, 2008. "Multivariate maximum entropy identification, transformation, and dependence," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1217-1231, July.
- Zografos, K. & Nadarajah, S., 2005. "Expressions for Rényi and Shannon entropies for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 71-84, January.
- Leonenko, Nikolaj & Seleznjev, Oleg, 2010. "Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1981-1994, October.
- Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S., 2007. "Multivariate dynamic information," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 328-349, February.
- Bhattacharya, Bhaskar, 2006. "Maximum entropy characterizations of the multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1272-1283, July.
- Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
- Andai, Attila, 2009. "On the geometry of generalized Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 777-793, April.
- Villa, Cristiano & Rubio, Francisco J., 2018. "Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 197-219.
- Castilla, Elena & Zografos, Konstantinos, 2022. "On distance-type Gaussian estimation," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Contreras-Reyes, Javier E., 2014. "Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 200-208.
- Daya K. Nagar & Saralees Nadarajah & Idika E. Okorie, 2017. "A New Bivariate Distribution with One Marginal Defined on the Unit Interval," Annals of Data Science, Springer, vol. 4(3), pages 405-420, September.
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Keywords
Shannon entropy maximum entropy principle Pearson's type II and VII distributions multivariate t-distribution; multivariate Cauchy distribution;Statistics
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