Maximum entropy characterizations of the multivariate Liouville distributions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Peddada, Shyamal Das & Richards, Donald St. P., 1991. "Entropy inequalities for some multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 202-208, October.
- 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.
- G. Aulogiaris & K. Zografos, 2004. "A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 65-83, June.
- 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.
- Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
- Gokhale, D. V., 1983. "On entropy-based goodness-of-fit tests," Computational Statistics & Data Analysis, Elsevier, vol. 1(1), pages 157-165, March.
- Zografos, K., 1999. "On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 67-75, October.
- Gupta, Rameshwar D. & Richards, Donald St.P., 1987. "Multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 233-256, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- 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.
- 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.
- 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 & 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.
- 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.
- Nowak, Piotr Bolesław, 2016. "The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 49-54.
- Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
- Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria.
- Chi, Chang Koo & Murto, Pauli & Valimaki, Juuso, 2017.
"All-Pay Auctions with Affiliated Values,"
MPRA Paper
80799, University Library of Munich, Germany.
- Chi, Chang Koo & Murto, Pauli & Välimäki, Juuso, 2017. "All-pay auctions with affiliated values," Discussion Paper Series in Economics 13/2017, Norwegian School of Economics, Department of Economics.
- Arnaud Costinot & Jonathan Vogel, 2010.
"Matching and Inequality in the World Economy,"
Journal of Political Economy, University of Chicago Press, vol. 118(4), pages 747-786, August.
- Jonathan Vogel & Arnaud Costinot, 2008. "Matching and Inequality in the World Economy," 2008 Meeting Papers 879, Society for Economic Dynamics.
- Arnaud Costinot & Jonathan Vogel, 2009. "Matching and Inequality in the World Economy," NBER Working Papers 14672, National Bureau of Economic Research, Inc.
- Rinott, Yosef & Scarsini, Marco, 2006.
"Total positivity order and the normal distribution,"
Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1251-1261, May.
- Marco Scarsini & Yosef Rinott, 2006. "Total positivity order and the normal distribution," Post-Print hal-00538990, HAL.
- Gustavo Rodríguez, 1997. "First price auctions: Monotonicity and uniqueness," Economics Working Papers 208, Department of Economics and Business, Universitat Pompeu Fabra.
- Jones, M.C. & Marchand, Éric, 2019. "Multivariate discrete distributions via sums and shares," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 83-93.
- repec:dau:papers:123456789/698 is not listed on IDEAS
- Vikram Krishnamurthy & Udit Pareek, 2015. "Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results," Operations Research, INFORMS, vol. 63(2), pages 428-434, April.
- Ilse Lindenlaub & Fabien Postel-Vinay, 2023.
"Multidimensional Sorting under Random Search,"
Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3497-3539.
- Fabien Postel-Vinay & Ilse Lindenlaub, 2017. "Multidimensional Sorting under Random Search," 2017 Meeting Papers 501, Society for Economic Dynamics.
- Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
- Prokopovych, Pavlo & Yannelis, Nicholas C., 2019. "On monotone approximate and exact equilibria of an asymmetric first-price auction with affiliated private information," Journal of Economic Theory, Elsevier, vol. 184(C).
- Miravete, Eugenio J., 2011. "Convolution and composition of totally positive random variables in economics," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 479-490.
- Patricio S. Dalton & Sayantan Ghosal & Anandi Mani, 2016.
"Poverty and Aspirations Failure,"
Economic Journal, Royal Economic Society, vol. 126(590), pages 165-188, February.
- Dalton, Patricio S & Ghosal, Sayantan & Mani, Anandi, 2010. "Poverty and Aspirations Failure," CAGE Online Working Paper Series 22, Competitive Advantage in the Global Economy (CAGE).
- Dalton, P.S. & Ghosal, S. & Mani, A., 2011. "Poverty and Aspirations Failure," Other publications TiSEM 30b6aa68-cb90-42af-ba4d-1, Tilburg University, School of Economics and Management.
- Dalton, P.S. & Ghosal, S. & Mani, A., 2011. "Poverty and Aspirations Failure," Discussion Paper 2011-124, Tilburg University, Center for Economic Research.
More about this item
Keywords
Dirichlet distribution Gamma variables I-projections Inverted Dirichlet distribution Maximum entropy principle Shannon entropy;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:97:y:2006:i:6:p:1272-1283. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.